Thanks for the nice comments! Collectibles become bad in World 2! You get used to get coins without consequences, then when you get to world 2 (walkthrough in the submission page comments) if you get one your copilot mocks you and you get dealt damage.
And yup, in world 1 the copilot misleads you when getting collectibles, by not feeling so good and getting bored and such...
Thanks for trying the game, I'm super glad you had fun :)