Mathematicians were talking about collections of objects in in oneway or another long before the term “set” was ever used.
The commonly used terms for what would become the "sets" were "mannigfaltig (manifold, or as it was rendered by Clifford's translation of Riemann's habilitation, "manifoldness", and which was what Cantor called sets in the paper where he introduced the concept of ordinals) and "inbegriff (tough to translate, but it isn't just "collection" --- this was used in Cantors paper on algebraic numbers)", and "notion (used by Clifford)" and even a "multiplicity". It wasn't until Cantor's 1885 paper on "menge" that sets were clearly defined as collections of definite mathematical objects.
I write this because there is a tendency among mathematicians to rewrite mathematical history so as to make the current accepted practices seem logically inevitable. This is so common that it's largely unnoticed. But the ways we think about mathematics today are the result of historical processes, and are not eternal or necessary.
You can in fact do all of mathematics without a notion of collection --- if you use the notion of "type" (type, concept, notion, kind, sort...). This is almost a distinction without a difference, because the type theoretic theories of sets (where a set is a type for which the identification of elements is a proposition, or in the case of a subset is equated with its membership predicate) is equivalent to the set theoretic theory of sets (where sets are collections). But still, it narrows a students' view of the broadness of mathematics to say that the idea of a collection is necessary to do mathematics.