Treasures are a bit easy to find in Uncharted. The first one is easily missable.
The first treasure you can get is in the first mission, when you reach the top of the cliff, you'll have a cutscene of the player and a woman Chloe. then return to the mountain. At this point you'll get control of Drake again and should run to the east around the rock, near a tree.
All credit for the video goes to sunnygrg