You can be any character or your OC, you also can be in any UNDERTALE AU, or out of this all, you can choose details by your own.
Btw. The Collector it's a omnipotent being who travels through various alternative universes and dimensions to collect the souls to gets stronger and just for fun, he a big jerk and part of a group known as "The Endless", everyone in the group have enough power to potentially destroy entire multiverses, the group's leader it's "The boss" and he the strongest of them