The emergence of coordinated and consistent macro behavior among self-interested individuals competing for limited resources represents a central inquiry in comprehending market mechanisms and collective behavior. Traditional economics tackles this challenge through a mathematical and theoretical lens, assuming individuals are entirely rational and markets tend to stabilize through the price mechanism. Our paper addresses this issue from an econophysics standpoint, employing reinforcement learning to construct a multi agent system modeled on minority games. Our study has undertaken a comparative analysis from both collective and individual perspectives, affirming the pivotal roles of reward feedback and individual memory in addressing the aforementioned challenge. Reward feedback serves as the guiding force for the evolution of collective behavior, propelling it towards an overall increase in rewards. Individuals, drawing insights from their own rewards through accumulated learning, gain information about the collective state and adjust their behavior accordingly. Furthermore, we apply information theory to present a formalized equation for the evolution of collective behavior. Our research supplements existing conclusions regarding the mechanisms of a free market and, at a micro level, unveils the dynamic evolution of individual behavior in synchronization with the collective.