to get control of your feelings and thoughts, especially after shock, surprise, or laughter

I was so stunned by what he'd said I had to collect myself before I could reply. 他的话惊得我目瞪口呆，我定了定神才答上话。

Before describing the impact of his wife's death on their children, he paused to collect himself.

If you feel scared, take a breath, collect yourself, and move on.

This is a place where people can come to sit quietly and collect their thoughts.

You can see by her expression that she's collecting her thoughts.

See also: collect verb (CONTROL)