As we know, Mr. Collins does not have very high emotional intelligence and interacts with others almost entirely on the basis of external status-markers. He uses stilted language as if he has learned how to talk to people by memorizing phrases from a book. It is as if he has no interiority and, therefore, no other way to judge a human being's worth or know how to relate to a person other than by their outward status.
He makes the decision to propose to one of the Bennet girls on the rational assumption that it would make sense to marry one of the daughters of the estate he is going to inherit. This is also a humanitarian gesture, as it would keep the daughters from being thrown out of their home upon his inheriting it (though he could also, say, chose to let them stay—an idea that doesn't seem to cross his mind).
However, the marriage proposal is primarily a calculated gesture: he very much assumes that given his relative money and power and their lack of the same, one of the daughters is sure to accept him. Therefore he can get this "problem" (of Lady de Bourgh pressuring him marry and he slavishly does whatever she bids because she is his social superior) "solved" quickly and efficiently.
His courtship is a hollow show. He is first interested in Jane as the oldest and prettiest, but when Mrs. Bennet suggests Jane is about to be engaged, he immediately turns to Elizabeth, second oldest and second prettiest. The daughters are, to him, largely interchangeable.
When Lizzie turns down his proposal (she can't stand him), it is such a shock to him that he can only believe she is playing out a role. He has all the externals she needs, such as a good job and social status, and she is without a dowry, so he is stunned at her refusal. He therefore decides she is playing out a courtship game in which a lady must first refuse a man. It takes some doing on her part—and hence becomes comic—for her to convince him she is serious. He is utterly oblivious to what he is as a person or if he and Elizabeth might be personally compatible, completely living as he does by external social markers.
Think about this in light of the future proposal of Mr. Darcy. Are there an uncomfortable number of parallels in both men assuming without a doubt that they will be accepted because of their social status and money? Is it any wonder Elizabeth gets tired of men being arrogant, clueless jerks to her and blows up at Darcy's proposal with a volcanic explosion?
When Elizabeth rejects Mr. Collins's marriage proposal, he feels, at first, that she is engaging in a practice that many apparently fashionable and elegant young ladies do: initially rejecting him so as to increase his feelings for her when she means to accept him in the end. He simply cannot believe that someone in her position could actually refuse someone in his. She is one of five girls, whose family estate is entailed away to be settled upon Mr. Collins himself when Mr. Bennet dies; Elizabeth has very little money and only "her charms" to recommend her to potential suitors. He feels that he's doing her a great favor and honor by proposing to her at all. Once she assures him that she's not simply behaving coquettishly, Mr. Collins is astonished to learn that she feels that they cannot make each other happy. He reminds her that it is unlikely she will ever receive another proposal of marriage again since she has no money, pretty and likable though she is.
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