Here is the full list of all 31 Windfolk: Sky is just the beginning trophies - there are 15 bronze, 10 silver, 5 gold and 1 platinum.
Complete all other trophies
Finish the tutorial
Finish level 2
Finish level 3
Finish level 5
Finish level 7
Block a suicide drone on level 4
Unlock the Thunderstriker
Unlock the AMA
Use the Alpha DP-13 special skill once
Use the Thunderstriker special skill once
Use the AMA special skill once
Fill out 3 journal entries
Try to dive in the water
Discover all journal entries in a single level
Remain freefalling in the air for 4 seconds
Finish level 1
Finish level 4
Finish level 6
Complete all optional encounters on level 3
Use the AMA skill when out of charges
Use the Thunderstriker skill at max power
Fill out 7 journal entries
Catch 5 enemies with a single Magnet skill use
Finish a race in Arcade Mode
Finish a combat arena in Arcade Mode
Finish the story
Fill out 12 journal entries
Earn a Gold Medal in a race in Arcade Mode
Earn a Gold Medal in a combat arena in Arcade Mode
Finish Arcade Mode