Magento 2 Custom Collection – Proper Implementation Guide

I am trying to inject a CollectionFactory object into a Plugin like this:

/**
 * PopulateCustomerCards constructor.
 * @param CardCollectionFactory $cardCollectionFactory
 */
public function __construct(
    CardCollectionFactory $cardCollectionFactory
) {
    $this->cardCollectionFactory = $cardCollectionFactory;
}

I also create the Collection class like this:

class Collection extends Magento\Framework\Model\ResourceModel\Db\Collection\AbstractCollection
{
    public function doSomething()
    {
        /* ... some magic is done here */
    }
}

When I run setup:di:compile the CardCollectionFactory is created like this:

/**
 * Factory class for @see \My\Module\Model\ResourceModel\Card\Collection
 */
class CollectionFactory
{
    /**
     * Object Manager instance
     *
     * @var \Magento\Framework\ObjectManagerInterface
     */
    protected $_objectManager = null;

    /**
     * Instance name to create
     *
     * @var string
     */
    protected $_instanceName = null;

    /**
     * Factory constructor
     *
     * @param \Magento\Framework\ObjectManagerInterface $objectManager
     * @param string $instanceName
     */
    public function __construct(\Magento\Framework\ObjectManagerInterface $objectManager, $instanceName = '\\My\\Module\\Model\\ResourceModel\\Card\\Collection')
    {
        $this->_objectManager = $objectManager;
        $this->_instanceName = $instanceName;
    }

    /**
     * Create class instance with specified parameters
     *
     * @param array $data
     * @return \My\Module\Model\ResourceModel\Card\Collection
     */
    public function create(array $data = array())
    {
        return $this->_objectManager->create($this->_instanceName, $data);
    }
}

The problem is when I run the code, file Magento\Framework\Model\ResourceModel\Db\Collection\AbstractCollection breaks at line:

    $this->setConnection($this->getResource()->getConnection());

Because \Magento\Framework\DB\Adapter\AdapterInterface $connection = null is not being injected in the constructor.