We are following the idea of the Montessori Nature Shelf at our house. Diego (and Truen, too, though to a lesser extent at this point in time) finds all kinds of interesting things, from skulls and chesnuts to dried up toads and hummingbird nests - and everything goes straight to their "Special Shelf", as we've been calling it.
It is a window sill in our sunroom, right by the back door, and both the boys enjoy spending time going through its contents. Pinecones, walnut shells, snail shells, feathers. Pretty rocks and seeds. Bird eggs are the one exception - they go on the window sill above the sink. (Baby Truen would crush them!) Did you know swallow eggs are white with brown speckles?
I've always been one to pick up whatever-looks-interesting off the ground (I had rock collections galore), so nurturing this part of their curiosity comes very naturally. I think I might enjoy it more than they do. Lovely.