This is probably a silly question, but I just want this cleared up before I go ahead and spend my money. Can I carry my character from the BG 1 collection they have here to my retail copy of BG 2?

I can't see any reason why not.

Yes, you can, it works just fine. The savegames for the retail and GOG versions are all compatible, for both BG1 and BG2, and importing works just fine. I'm actually playing a character in BG2 retail that was imported from BG1 GOG as we speak!