When playing entire library is there a way to exclude certain albums or songs?

I have been collecting CD’s since they first came out. I have purchased and ripped about 780 CDa, soll this advice is not p;practical.

Odd. I have too. And vinyl before that. It certainly works for me. However, there are those who run up against restrictions in the number of items Sonos allows in a playlist, many of them appear to use Plex, which Sonos includes in their ecosystem. 

You could put your different categories of music on different shares and only connect the ones you currently want to see to your Sonos.

Maybe something using folders for organization.

If you have a tag editor you could add tags and use them to let you select subsets of your collection.

Maybe submit this to Sonos as a suggested new feature?

It sounds as though you have your collection loaded onto a NAS device. There are programs compatible with certain NAS devices that will categorize your collection by genre. As to how deep that categorization will drill down is dependent upon the program. Otherwise you need to take the advice offered by ​@Airgetlam and ​@Stanley_4 .