Best time to start collecting?

[meepster]

I collected a lot of my natives in December - January wading in freezing cold water. It just took a long time to acclimate them. None of them died and they were easier to catch because it was so cold.

Collect whenever you can stand the weather. There will be fish there *shrug*.

It depends on where you're catching them too though. If the body of water has deep areas, they will try to get as deep as possible because in the winter, the bottom of a pond/river is warmer than the surface (It's the other way around in the summer)