I started collecting after I moved in with my boyfriend, so he got to adjust to collecting at the same time as I did. He's very supportive, even if he doesn't like G1s (what I mostly collect). He teases that they don't look like horses, lol. He thinks horses should be elegant, so he likes SHS best I believe. I collected dolls since before we began dating, so I don't think ponies was too far off. He's always been super supportive. For my birthday one year he worked his butt off to buy me a Taeyang. He prefers the ponies over the dolls though, hahaha. :)
My boyfriend's family is also supportive, or at least don't mind it. His mom and uncle have bought me pony presents (you shoulda seen my Christmas haul from them, omg xD) and his grandma has commented on how cute they are (she's only ever given me money and Neopets NC cards for gifts).
I don't talk to other family members much, but my parents bought me some G4s for Christmas. My aunt/uncle and grandma bought me toys two Christmases ago when I was collecting the LPS Blythes. I doubt my ponies would/do bother them. Not sure if my grandma knows I collected them though, so we'll see how it goes if I'm able to visit during the summer and ask if we can check our yard sales together (we did that a lot when I was a kid, and even back then we looked for horse stuff). xD I'm not really close with any other family members, but I'm sure they'd be tolerant at the very least and most would likely be supportive even if just for the fact that it makes me happy.
Edit; Oh, and friends!
Hm, well my only close friend got me into pony collecting so yeah. xD And beyond her I don't care what anyone thinks. I don't really have many friends, but no one I've mentioned it to/has seen my Facebook cares enough to say anything if they "disapprove".