Instructions
Buy a coin album. Albums are useful because they allow the collector to view both sides of the coin, and the coins are protected in a plastic sleeve. Purchased them from coin shops and collection stores. Use cheaper cardboard folders for cheaper coins.
Look through your change. The odds are that you have at least a few Canadian coins already and weren't aware of it. Canadian change frequently gets mixed in with American coins during store transactions.
Separate any Canadian coins that you locate and keep track of which coins you have to start your collection.
Visit coin dealers, flea markets, pawn shops and yard sales to locate more Canadian coins to add to your collection. There are coin books available to tell you how much a coin is currently worth so you know you're getting a fair value. If you are able to visit Canada, it will be easier to get more coins in a shorter amount of time.
Check online for coins that are harder to find. Ebay and specialty coin sites may be able to ship the coins to you.