It would be useful to learn COLL just to get a feel for CP (Corner Permutation) recognition, but actually doing COLL in solves is not that practical. There are only 40 algs, and 6 CP cases per OCLL, 4 for H so it is a relatively short alg set to learn.
Then you can work on learning ZBLL through each of the CP cases which each have 12 ZBLL's per CP case. You should also learn full CP sets at a time and practice that set along with the ones you've previously learnt instead of going an alg a day or some other variation.
I would also recommend learning a good recognition method immediately so you can start out knowing how to use ZBLL's in the best way. I would recommend BH (Baum Harris) as it is considered one of the best recognition methods.
Full ZBLL algs with multiple options. This doc also has a ton of extra websites that you can look at. I would also use bestsiteever.ru to train the cases.
docs.google.com
A timer-like tool to learn and practice zbll algorithms. You can specify ZBLL cases & catigories to practice, recap forgotten ZBLLs, create presets to practise and learn. More info on the speedsolving thread
bestsiteever.ru
This doc goes over all of the main recognition methods so you can also look at some other versions if BH doesn't work well for you.
docs.google.com