What happens if I cast Lightning Lure on a creature that's already within 5 feet of me? Do they still get pulled 10 feet toward me (and in this case collide with me) and do they suffer the damage if they fail the save?
The spell description for Lightning Lure says the target is pulled up to 10 feet towards you, not that they're pulled 10 feet always:
You create a lash of lightning energy that strikes at one creature of your choice that you can see within range. The target must succeed on a Strength saving throw or be pulled up to 10 feet in a straight line toward you and then take 1d8 lightning damage if it is within 5 feet of you.
So if the target is already near you or adjacent to you, you'd either pull them the 2-3 feet necessary to close the distance, or you'd just not pull them at all. The target would be adjacent to you, but 5e doesn't have express rules for "colliding" with another creature, so you'd have to ask your DM for a ruling about what it means for the creature to collide with you.
The requirement for the creature to take damage is only that they be within 5 feet of you after the failed saving throw and the subsequent attempt by the spell to pull them. There's no requirement for them to have actually been pulled by the spell.