Having an RSS Feed means that people can Subscribe to you web log and will see when you add new articles to your collection.

You add a Collection, add a RSS Badge Pagelet to the Collection page, target the RSS to the Collection. Then you add a Rich Text page for each article / blog you write.

All this is done automagically when you add a Weblog Collection page. To continue adding to the blog, select the Weblog Collection page and add a new Rich Text page which will appear within the Weblog Collection. (You can use other page types.)

1. Click on the Home page (the top page) in the Site Outline down the left of the Sandvox window.

2. Add a Weblog Collection, the menu path is: Site > Add Collection > Weblog

3. With the Weblog selected in the Site Outline, add a new text page to create a new post:
Site > Add Page > Rich Text

Problem:
If you change the  Inspector : Collection: to Sorted by title (for example) then back to Weblog, the RSS Syndication becomes unchecked. See Step #7.

If you already have a Collection with text pages within it, you can add an RSS feed to it by doing the following:

1. Select the Collection page and add an RSS Button Pagelet:
Site > Add Pagelet > RSS Badge

2. Select the RSS Pagelet by clicking to the right of the wording 'Subscribe to RSS Feed' next to the orange button on the pagelets sidebar (avoid clicking the link).

3. Open the Inspector: Window > Show Inspector.

4. Drag the Target symbol onto the Collection page.
Screen grab illustration: -->RSS pagelet target

5. With the Inspector still open, click the word Page at the top under Inspector

6. Click the drop-down arrow to the left of Collection:

7. Check that Syndication: is ticked
Screen grab illustration: -->RSS Syndication ticked

If Syndication is unticked, you will see this in the sidebar:
Screen grab illustration: -->RSS Syndication Unticked Warning

Note:
If you are adding the RSS badge to the Home page, you will need to turn off the Parent Pagelets for the Home page in the Inspector for the other Weblog Collection Index pages in your Site Document. Otherwise you will have two RSS Badges in your other Weblog Collections.
Screen grab illustration: -->Two RSS Feed Links in Weblog Sidebar 

Only do it from top level Weblog collection pages not the article pages within the Weblogs.