I believe both Fi & Ni are described as "closest" to the collective unconscious. Both have a focus on the "images" from it. But I think Ni is described as closest to the subconscious, and Ne has a strong connection to it as well.
A big distinction Jung makes in how these types experience the "images" from the unconscious is that one is rational & the other not (perceiving, for those of you offended by irrational). Ji types, being rational, relate their inner images to themselves - in other words, the self is a guage for making sense, for ordering experience, and being introverted, that's the inner experience. This is why Ti types must repress Fe - they seek to make themselves a gauge for what is impersonally logical, and that means ordering their inner self in a way that cuts out personal feeling.
The Pi type, however, does not relate the inner image to the self because the self is not a gauge for ordering experience - they use external measures with Je. This is why there's the stereotype of the Si type enjoying facts & information just for the hell of it. It needs no purpose or meaning, in itself it fascinates them because they like to build an inner sense of reality.
Jung describes the Ni type as pursuing the inner images the way a Se type pursues tangible experience or the fickle way a Ne type pursues possibilities in the outer world. What they pursue is different perspectives mentally, which requires an access to what most people repress consciously. Instead of the firm grasp of sure reality an introverted sensing type seeks, they pursue these images from their subconscious, and maybe you could call these different perspectives or fantasies (IDK, I'm not a Ni type). Jung says meaning is not given unless they develop some judging.
I personally interpret this to mean something like: the Fi type interprets whatever arises from their unconscious in whatever form (be it imagination, emotion, psychological instincts, etc), as something which indicates MEANING for them. They interpret it as a value-concept in symbolic form. Their reaction to these images is what informs them of what value means. An inner experience can be "good" then, and their gauge for value is refined & deepened. The focus is on this value-concept formation then, not on ordering the outer world in terms of value (which is why IFPs can actually seem indecisive at times). This requires a close inspection of all aspects of the self to know what the "human condition" is, so instead of the mind repressing highly personal or idiosyncratic or just not rational things like a Ti type might, the Fi type must have a close access to it.
Jung says the Ni type doesn't connect their inner images to personal meaning. They don't relate it themselves. The sheer pursuit of it internally is what interests them. He says this is hard for a Ji type to imagine (and it is). Of course, this detachment of it from themselves allows different perspectives to be explored because you are not attaching your identity to it the way a Fi type would. The self does not need the kind of consistency a Ji-dom ego requires.