The Personal Address is the default address database in Thunderbird and is created upon installation. It can not be deleted.
Contacts is NOT created during Thunderbird installation but, in your case, was created during import of address data from a previously used email client. You can retain that address book or move all of the data in it to the Personal Address book using drag-and-drop. To move the data en masse, click on the name of the Contacts address book in the left hand pane of the address book window, then click on any contact name in the right hand pane. Press Ctrl+A or use menu path Edit->Select All to highlight all data, then drag-and-drop the data onto the name of the Personal Address Book. (To copy rather than move the data, press the Ctrl key while dragging-and-dropping.)
Collected Addresses is the database to which Thunderbird (by default) directs the addresses gathered from outgoing messages, whether reply, forward or user created. That option can be switched off or changed under menu path Tools->Options->Composition->Addressing->"Automatically add outgoing email addresses....".