Mental stimulation is important for all dogs.
This is even more true with your Border Collie. These dogs have a high, very high, level of intelligence. Without proper mental stimulation, along with exercise, unacceptable and destructive behaviors are going to become an issue. This is not because your dog is bad, your dog, like a child, is bored and acting out. Idle paws do the devil's work.
The good news is with a Border Collie it is easy to give them a good brain workout. In fact there is one way you can do this by slightly altering something you likely do already.