You cannot find Taming Collars anywhere in the world currently, but you can craft it yourself (in your Crafting Menu with default-key "Q" or at Crafting Tables (that still exist in older worlds created before R22 in September 2015), but only after the crafting-recipe is unlocked by crafting/taking a Stone Mining Cell. Crafting the Taming Collar will unlock the recipe for Washers, needed for your Pets after harvesting from them. To craft a Taming Collar you'll need (as of R29 in March 2016):