I just started a couple of days ago and notice that my mount page says I have 0 mounts collected and all the other collections are greyed out. Do I have to recollect everything again or will it all show up later on?
Yes - your retail collections and classic collections are independent of each other. Achievements also.
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Starting my pet collection again is part of the fun for me 
Same! I’d forgotten the thrill of getting that rare in just the right breed. (Of course, I’ve forgotten almost everything, because I’m an old lady and we forget things. But I knew enough to go get a blighthawk. It’s coming back.)