Required Fields with unlimited field collection items
I faced This bug in field collection module ( really I didn't find out why they do this :(  ). There is no way to achieve this ( have unlimited and required fields in field collection ).
You just achieve it trickly . (set it unlimited and none-required) . use jquery for validate( checking filled )  fields.

This problem almost accures when you don't want set default value for field .(if you set default by any edit add a waist item  ).