Gray was also interested in postage stamps ; on 1 May 1840 , the day the Penny Black first went on sale , he bought some to keep , thus making him the world 's first known stamp collector . Gray was also interested in postage stamps ; on 1 May 1840 , the day the Penny Black first went on sale , he purchased several with the intent to save them , thus making him the world 's first known stamp collector .