Most people don't have what they need to Collect all corralled in one place that resembles an Inbox. If you already do, including EVERYTHING that has your attention (including off your mind), then dive right into Process. Start with one at a time, going through the GTD Processing questions. It can usually help to start with what most has your attention.
Originally Posted by DavidB
I would encourage you though to go through the Collect process anyway. I bet you have things in your family room that is not an Inbox, but is actually Reference, Equipment, Decoration, or Supplies (think "REDS"). Those stay where they are. If I thought my whole family room was an Inbox, I sure would be overwhelmed too.