You can keep track of the Hidden Kids you find by checking in the Files section of the menu. The option on the far right shows you the Hidden Kids in each chapter, which also coincides with your progress in the chapter. I've broken the chapters up and listed each HK in chronological order, so if you have found Masaru before and then find Kotoko or one of the later ones instead of Jataro, know you've missed one and will either need to go back to a previous save (if you've made one) or wait until you complete the game and go back for it.
Chapter 1:
*** Spoiler - click to reveal ***Masaru: As part of the Detect tutorial once you leave the hospital, this HK is found outside the hospital on one of its walls.
Jataro: Following the Monoku-man puzzle, this HK can be seen on the front of an SUV. You will know you’re in the right place when you’ve encountered two Bomber Kumas (one of them opening up a shortcut path back to where you’ve previously been before in this chapter).
Kotoko: After clearing the Bomber Kuma shortcut and going through, turn right to find this HK near a gap in the road on a pile of debris.
Nagisa: From Kotoko, turn around and go up the ramp. When you stand on the containers, look to the right off the edge and find this HK sparkling off of a hill of dirt.
Monaca: Near the Metro entrances. This HK will be in a small alcove near the first entry, which will be blocked until a story event takes place.
Chapter 2:
*** Spoiler - click to reveal ***Masaru: Upon entering the subway and going down all flights of stairs to the tracks, turn right and proceed all the way down. Turn immediately around to find the HK on the nearby column.
Jataro: As you follow the path with Shirokuma to the secret base, you’ll pass a save point and some Kuma Kids mangling a body. Shortly after this point, there will be some shutters blocking entry into a room on your left. The HK will be visible through the second shutter.
Kotoko: When you finally leave the sewers and enter the graveyard, turn around. The HK will be found in the right “Keep Out” location.
Nagisa: Between one Monoku-Man room and another, there’s a bit of a stretch that takes you outside beside the canal. Look out over the railing to see Towa Tower to your right and the HK sparkling over the river in the air.
Monaca: Second floor of Towa Tower, after you’ve cleared the Monoku-Man puzzle, you will find this HK on the back of the large Monokuma statue (viewable from the first floor).
Chapter 3:
*** Spoiler - click to reveal ***Masaru: When following the footsteps, you will enter another room with a Monokuma statue turned over. If you turn to your left, you should see a faint sparkle in the distance signalling the HK.
Jataro: After solving your first challenge in this chapter and leaving the room, the HK should be right in front of you, hovering over the gap in the walkway.
Kotoko: When you finally exit Towa Tower and get to the waterway, you can find this HK directly across from the save point on one of the platforms.
Nagisa: In the final (third) room of the Monoku-man Labyrinth, after you’ve successfully cleared the Monokumas, head down the path leading eventually to the Kuma Kid and the Monokuma Door. Turn right and shine DETECT on the cardboard cutout of Nagisa for this HK.
Monaca: In the sewers, just before you end up climbing the ladder back to the secret hideout, turn around and spot this HK hovering over the drainage pit.
Chapter 4:
*** Spoiler - click to reveal ***Masaru: When you get control, turn immediately around. This HK will be found against the wall to your left.
Jataro: Following Nagisa to the stairs leading up to a shrine, stop at the first level and turn around to look at the top of the torii (the gate) for this HK.
Kotoko: When trying to head to the business district, you’ll pass through a series of bars in the southeast part of the map. This HK can be found at the three-way on the southern side, on the building wall.
Nagisa: Re-entering the subway tunnels, turn immediately left to find this HK sparkling in one of the train tunnels that you normally can’t access.
Monaca: Deep within the Towa facility (B3), first disable the lasers surrounding the elevator. On the Monokuma tumbler in the far back behind the elevator, elevated a bit off the ground, will be this HK.
Chapter 5:
*** Spoiler - click to reveal ***Masaru: On the walkway leading to Towa Hills, look to the left at the first water statue to see this dangling up in the air.
Jataro: Third floor of Towa Hills, in one of the statues. After clearing the initial threat, head up the stairs and turn right. Through the elevators, you might be able to see this in the right blue statue. If DETECT doesn’t work on it at this distance, wait until you are heading to the President’s Office to try for it from here.
Kotoko: Sixth floor of the Towa Hills building (Toko will complain, asking how much further to the roof), you will be in a long stretch of a hallway running from north (where you come in) to south (where the Goal flag is). Halfway through, turn to your right (west on the map) and look through the bars to find this HK.
Nagisa: On the roof outside the Excalibur, go around the elevator to find this HK hanging out in the sky.
Monaca: In the actual airship Excalibur, when you get to a familiar statue, head left, then left, and left once more to get into a dead-end hallway. As you turn the corner to see the dead end, look further to your right against the nearest wall to find the final HK.