alpha Straye put it perfectly well!
And you are allowed to wear whatever you want to, as Shadoww said.
If it is helpful for you to know: Collars of sorts have been worn as a fashion accessoire by the Punk and Gothic crowd long before the BDSM scene got into public light.
I assure you no person with a healthy brain would forbid you to wear anything, just because that special item has a special meaning in a special crowd, anywhere!
And, to be honest: I think it really cute from your boyfriend that he took the trouble to inform himself, and get you a collar. The fact that he kept the key shows at least to me he is perfectly aware of what it means, both to him and to you!
If you want your relationship to go further in that direction, fine - do that, step by step in whatever way you are comfortable with.
To me, there is no reason you should feel "ashamed" or "unworthy" of wearing a collar.
Kind regards
Arria