Colossus generally wants to get in and throw. The main way he does that is either pushing through holes in the opponent's offense, or punching his way through with his strong hitboxes.
Learn your hitboxes and attack timings so that you can beat or trade with opponent's who actively zone.
j.HP has a property where it moves you forward slightly. This may help you advance on an opponent. The downside is the long recovery, so if you air-to-air punch someone and are still moving in, you can be thrown on the recovery. If you have meter to tech, then it's advantageous and you can start inputting as you do it so you don't miss the tech window.
When characters try to pin you down with chains and staggers, you may have a small window between their attacks to throw them if their links aren't tight enough. If you have full meter, you can do a super, but characters with short OTG times (Sentinel) can recover before you do, even on a successful hit.
In matchups where you are getting zoned badly, you may be forced to make trades.
Throw Baiting
If you have more meter than the opponent, you can try to bait the opponent in to throwing you and tech it for the counter-throw opening.
Moving forward with j.HP in an air-to-air situation will likely leave you recovering next to them, and most will try to get the throw. Prepare for it in situations like that (start inputting/mashing to tech) to get the counter throw. Against other counter-throwers, this does not work on equal meter since the first to burn meter loses the tech war. You must have more, thus it's not wise to do when you are both at full.