I've advanced to Arena 2, but I don't see an option to go back to previous arenas in order to continue collecting the previous chests. How can I go back to previous arenas? If it's not possible, how can I collect the cards from the previous arenas?
You don't have to go back for that. This answer states that you'll get lower arena cards in higher tiered arenas.
The reason that you cannot go back, is that you have to fight opponents in the same league as you. Otherwise you'll outclass your opponents,which wouldn't be fun for the both of you.
As Mathias711 stated in his answer, you don't need to go back to collect previous chests. When you finish a battle, you are awarded the chest for the arena that you are currently in. The chests from higher arenas contain more cards, and contain cards from previous arenas.
If you are unable to stay above the trophy threshold for an arena, you will fall back down to the previous one. At that point, victories will award those chests instead.
Finally, I'd like to mention that when you are near a trophy threshold you may be matched up against players that are in a different arena than you, and you may be battling in their arena, instead of your own. This can award you chests of that level without being in that arena.1