Collecting early N-scale?  eBay is about the only place where you can find the earliest N-scale items.  I will describe the beginnings of N scale here, but please read all the way down, because you have to know the history first before I can get to the really interesting part:  How to know if it's really old, or only just a little old.

N scale started as "2-mm" scale in the 1930's and 1940's.  In the late 1940's a Swedish manufacturer put out a few approximately N scale passenger car kits.  They listed them as "HHO" or "HOO".  An English 2-mm association started around that time and members began to hand-make 2-mm (1/152nd) layouts, locos, and rolling stock.

Then in the 1950's when cheap die-cast cars became popular (think "Matchbox", "Corgi", etc.) several companies began producing trains in about the same scale as the smaller size cars (now pretty much standardized at 1/64th).  Trix (in Germany) and Lone Star (in England) produced model trains in about 1/150th to 1/200th scale.  Lone Star produced a lot of different trains, accessories, and even an 8-mm die-cast track system.  Modelers noticed that the now-available micromotors were small enough to fit inside these tiny locos.  Lone Star came out with a complete electric train system in 1960.  Later that year, Arnold came out with its Rapido line. 

Lone Star's system used 9-mm brass track instead of an 8-mm.  Many puzzled boys didn't understand why Lone Star would change the width, because now their push trains didn't work on the new rails, but the engineering answer was quite simple:  8-mm "push" trains had die-case wheelsets that would have shorted out the tracks!   Lone Star produced a diesel that looked like a generic American F unit; two British types; and eventually a "steam engine" that drove from the tender.  All of these used a rubber-band drive. Yes, it runs via 4 small rubber bands.  And it runs very poorly, because it cannot 'crawl'.  There seems to be 3 speeds:  Stop, GO-GO-GO, and FLY-OFF-THE-TRACK speed.  (These days, finding new bands is a challenge.  The right size bands can be found in an American store's beauty aids section.  They are usually made in Thailand and only last a year.)  The Lone Star stuff was all approximately 1/160th scale, almost the same as 2-mm.  Sadly, the powered trains were dropped due to inadequate sales around 1964.

Arnold's original Rapido set was a German V-200 diesel loco with three passenger cars.  Apparently it came out late in 1960.  It came with 9-mm track made out of folded steel.  It was touted as "self-cleaning" because of the tight radius at top.  (I have had to clean original Rapido track with emery paper, it still rusts.)  This first set was 1/200th scale.  Arnold next came out with a Baldwin-style road diesel and an American-style F unit loco.  These, and their associated American-style rolling stock, were all 1/160th scale.  The important distinction about Arnold Rapido was that the locos were gear-driven.  They can 'crawl' very nicely, making them much more controllable than the Lone Star stuff.

About 1964 or so, Lima of Italy began to produce their own N-gauge trains.  They came out with a European loco and European passenger cars.  Then they just repainted them into American liveries and sold them in the USA.  It's hilarious to see a clearly Italian diesel and passenger cars in New Haven livery!  Lima also came out with their own 9-mm track, which was pretty similar to what is available today.

Trix came out with their "MiniTrix" line about 1965.  They took a small 0-6-0 die-cast loco and motorized it. 

Arnold Rapido began to expand their line significantly in the late 1960's.  Revell in the US imported their products as "Revell Rapido".  Atlas came out with their own line of N scale items:  A variety of diesels, a 4-6-2 Pacific steamer, and an 0-8-0 yard switcher.  These were actually made by Rivarossi in Italy.  (These old locos have die-cast frames that are very fragile.  If you re-motor them, it is very important to put the original screws back where they came out of.  If you use different or new screws, the extra pressure they apply to the frame will crack it.) 

A lot of other manufacturers began to produce N scale in the late 1960's.  This is not a complete list, however I must mention Seiko (which became Kato) and Tomy in Japan; Ibertren in Spain, which produced a 3-rail system for many years before finally switching to 2-rail; a Dutch company which sold an N-scale slot car system that ran buses, also sold in the US as the Revell bus system (including a train track-slot bus crossover); Graham Farish in England which specialized in 1/148th N scale (because British locos and rolling stock are smaller than American types, it works perfectly); Pico in England which specialized in good quality track, not equaled for decades by other manufacturers; and Piko of East Germany, which produced Eastern European locos, passenger cars, and rolling stock; and finally I must mention Aurora's abortive attempt around 1972 to produce a N scale line with super-cheap toys made in Mexico, which ran backwards and very poorly at that.

All of these oddities are available at some point on eBay.  The whole point of writing the preceeding part was to explain what to look for. 

Lone Star:  It's all old, but the push-toy trains with the 8-mm wheels preceeded the powered trains of the early 1960's.  They used a simple pin and hold coupling.  The powered trains used a loop-and-plastic-hook coupler.  By 1964 the powered line was abandoned & the new push-toy trains used the same loop-and-plastic-hook coupler.  Anything powered by Lone Star is a nice collectable.  It does NOT couple to anything else!

Arnold Rapido:  The original couplers were sideways bent-hook types, very crude.  In 1965 Arnold came out with what Americans call the "Rapido" coupler.  The original 1965 couplers had a pin going up at the end of the coupler, which coupled with the bent-hook coupler!  Any Arnold rollling stock or loco with the bent-hook couplers is very early Arnold, pre-1965; the coupler with the pin going up is also very hard to find, as it only came out in 1965 and maybe 1966.  Arnold also licensed this coupler to all other N scale manufacturers after 1965.

Lima had its own weird type of hook-and-loop coupler (complete different from Lone Star) when its first locos and rolling stock came out.  Any Lima items with these are clearly very early types, and are also very hard to find.  (If a seller has old Lima items in an unopened box, they should be asked to show a photo of the couplers.)   Also, the European locos and passenger cars that are painted in American liveries, even if they have regular Rapido couplers, are definitely first-out-the-door items. 

Ibertren of Spain sold 3-rail track and 3-rail locomotives.  Although later in date than the early 1960's items, they are hard to get and very different.  Interesting to collect! 

Piko of East Germany (back when there was an East Germany) is interesting to collect -- they were the only manufacturer behind the Iron Curtain. 

The strange little Aurora trains sets that run backwards, poorly, are also interesting.  They also use their own completely different type of coupler. 

[I can't write about Trix collecting, because I don't have enough information about them.  I think that Trix used its own type of coupler before standardizing on the the Rapido coupler.]

Late 1960's US items are Revell Rapido and the first Atlas.  The Atlas C-liner came out in about 1970.  However they sold a lot of them and they aren't really that rare.  Revell Rapido sets are somewhat rarer.

Finally, if you can find any of the Swedish HHO (or was it HOO?) passenger car sets, from about 1948, you've got a real find!

Please Note:  Any and all errors are mine, I apologize for any mistakes.  My memory isn't what it used to be.