The Blades, whose campaign ended in tears last year when they suffered a play-off final penalty shoot-out defeat to Huddersfield, have made a strong response this time around, remaining unbeaten in their opening 16 games in League One.
Their 0-0 draw at Swindon on Tuesday, a third clean sheet on the bounce in the league, saw them go top of the table for the first time, but 29-year-old Collins is not getting carried away.
"It's good, but it means nothing unless we're out there celebrating, we learned that last year," he said.
"We had a fantastic season and you are talking five minutes in a couple of games and that defined our season, so we are not going to get carried away.
"As long as we are celebrating at the end of the season then we can talk about how good the unbeaten run is."