You don't need to worry too much about missing collectibles since the game's actually pretty flexible about it. The thing is, there's quite a few to track down - about 286 total if you're curious, with all sorts of interesting stuff like artifacts, journal entries and those cool trading cards scattered around. Something really helpful to know is that once you find anything, it's permanently saved to your profile which is great news.

If you missed something during your first run, just jump back in through chapter select from the main menu. The game shows you how many items you've got in each chapter, so you can easily spot where you might've missed something. Maybe interesting - you don't even need to finish the chapter or hit a checkpoint, just grab what you need and you're good to go. All your finds carry over to new game+ too if you're planning another playthrough, so there's really no pressure to get everything in one go.