Sin Collector’s ability triggers when he enters the battlefield, and goes on the stack at that point. This gives each player a chance to respond to it — so your opponent could, for example, cast an instant before the ability resolves. Of course, the triggered ability exists independently of the Sin Collector, so hitting him with a removal spell won’t cause his ability to go away (just like shooting an airplane after it’s fired a missile at you won’t cause the missile to go away).
Unlike some similar cards, Sin Collector doesn’t specify that the card goes anywhere if the Collector dies or leaves the battlefield. There’s no other rule that returns the card to its rightful owner’s hand — so, in other words, the card is basically gone for good.
Also of note is that the Collector’s ability is mandatory. Suppose you’re in a three-player Commander game against your nemesis Bob and with your friend Cheryl. If Bob has hexproof, you will have to target Cheryl and exile one of her instants or sorceries if she has one.
Today’s Rules Tip written by Paul Baranay