I had this idea before of sending ballons to "the space" with a collectible object and then retrieve them, saying "I have this specific object that was in space too". Is it possible or am I dreaming too much?
For reasonable definitions of "in space" doesn't really cut it. Balloons top out at around 120,000ft unless you're getting super exotic, and that'll only get you another 20k ft or so. Not even out of the stratosphere. Not space by any reasonable definition.
About the lowest thing that could reasonably be called space is the Karmin line, and that's at 100km, or 330,000ft.
People do that routinely-ish.
https://www.youtube.com/live/Let4NxZRnMA