Lucy was really bothered by her collar at first, too. I would put it on her for a while and then take it off.... and then on and off... and she is totally used to it now. Both my Yorkies are 100% inside dogs, but I always keep collars on them. They have ID god forbid they ever ran out and I also just think they look cute
If you keep it on him I am SURE he will eventually get used to.... just like clothes or bows or other things we like to dress our babies up with!