Your wallet can be compromised after you interact with scam links or tokens. Unfortunately, if this happens, there isn't much we can do for you. The best solution is to abandon the compromised wallet and create an entirely new, separate one.
If your wallet got compromised and you created a new one which you now want to connect to an existing account on SolSea, simply connect to the website with your new wallet and log in to your existing account. One user account can have multiple wallets associated with it, so once you add your new wallet, go to Edit Profile > Wallets and delete the compromised wallet from the list.
If you are automatically connected with your old wallet, click "Disconnect" and switch to the new wallet before connecting to SolSea again.
No, neither your NFTs nor your collections will be automatically transferred to your new wallet. If you create a new wallet, you have to manually transfer all your NFTs to your new wallet, assuming they aren't listed on a marketplace. You have to delist all your listed NFTs before you can transfer them to your new wallet as well.
As for collections, unfortunately, your collections on SolSea are connected to the wallet that created them, so if you created a collection with wallet A, which gets compromised, you won't have any of those collections connected to your new wallet B.
That said, neither your NFTs nor your collections will be visible on your Creator Profile once you delete the old wallet from your account as your new wallet is not the creator of those NFTs and collections.
Likewise, you cannot change the wallet that gets royalties for your NFTs. If you minted an NFT with the compromised wallet A and sold it, the royalties for every sale will always go to wallet A. If you haven't sold the NFT yet, however, you can burn it and create a new one with wallet B.
The only solution, therefore, is to mint your collection and NFTs from scratch with your new wallet.