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 Arcade Mode
Finish a combat arena in Arcade Mode
Earn a Gold Medal in a combat arena in Arcade Mode
Finish a race in Arcade Mode
Earn a Gold Medal in a race in Arcade Mode
Block a suicide drone on level 4
Use the Alpha DP-13 special skill once
Use the AMA skill when out of charges
Fill out 12 journal entries
Finish the story
Finish level 7
Finish level 6
Use the Thunderstriker skill at max power
Finish level 5
Catch 5 enemies with a single Magnet skill use
Finish level 4
Fill out 7 journal entries
Use the AMA special skill once
Unlock the AMA
Finish level 3
Complete all optional encounters on level 3
Use the Thunderstriker special skill once
Unlock the Thunderstriker
Finish level 2
Finish level 1
Discover all journal entries in a single level
Fill out 3 journal entries
Finish the tutorial
Remain freefalling in the air for 4 seconds
Try to dive in the water