Pillars of Eternity: Collector's Edition is a special edition of Pillars of Eternity and was exclusively available for backers (participants of the crowdfounding campaign). The exact content depends on how much money was donated. If no price is noted in the list, the item was included for the minimum amount of $140.
The game (DRM free)
The Collector's Edition exclusive box (signed for $250+)
Guidebook: Volume 1: a 116 page book with background information about the game world (physical) (signed for $500+)
A t-shirt (physical)
A "thank you" postcard (physical)
A cloth patch (physical)
A cloth map of the game world (physical)
A mouse pad (physical)
A notebook (physical)
Tim's Cook Book: Tim Cain shares cooking recipes (digital)
Because this copy of the game is free of DRM (digital rights management) and therefore has no forced patching, Obisidan feared leaks of the gold version without the day one patch. The solution was to ship the box directly after the game's release and send the game disc later. Backers still could play on time with the additionally provided. Steam or GOG.com key. This means the digital items were also not included in the first shipping and had to be downloaded from Obsidian's website.
The novella was not finished at release.
Originally the plan was to ship the documentation on DVD in the Collector's Edition. However, this would have meant the days around release could not have been included because of the lead production time. Obsidian decided to release it only as download and include a notebook as physical item instead.