"That's right. If I try to remove it, it will take off my head. But... if I can stay in it, but be small enough to remove myself... It's at least worth a shot."

It could also be very risky. Anything involving this stupid collar is. Gokudera's accepting of it, but he also has no idea what will happen if he shrinks suddenly. He'd assume that the collar would shrink with him, but... if he changes quickly enough and can get out of it, he could be free. Finally.