We present a detailed study of inelastic energy-loss collisions of photoelectrons emitted from He nanodroplets by tunable extreme ultraviolet (XUV) radiation. Using coincidence imaging detection of electrons and ions, we probe the lowest He droplet excited states up to the electron impact ionization threshold. We find significant signal contributions from photoelectrons emitted from free He atoms accompanying the He nanodroplet beam. Furthermore, signal contributions from photoionization and electron impact excitation/ionization occurring in pairs of nearest-neighbor atoms in the He droplets are detected. This work highlights the importance of inelastic electron scattering in the interaction of nanoparticles with XUV radiation.