The collectibles in this game are simply a lot .
You want to get every Wealth (golden icon), Mystery (blue icon) and Artifact (white icon) that you discover in every region of the game.
This includes all the regions in England, the two regions of Norway, Asgard and Jotunheim.
There's about 780 collectibles, but in my opinion, is not that bad as some people think.
Wealth, for example, are divided into gear, resources, cargo and books of knowledge.
Mysteries are divided into secondary quests, shrines, cairns, flyting and others.
Artifacts are divided into flying paper, roman artifacts, sagas, cursed symbols, etc.
Even tho is a massive endeavor, I highly recommend each time you pledge to a region, start cleaning the collectibles right away.
There's a little indicator on the bottom right side of your map where you can see how many of each there is in that region, and how many you still need.
Eventually, if you are finding troubles finding a specific collectibles, there's a chance for an NPC with a white question mark on his head. If you talk to him (and pay him) he will unlock the location of something you missed in that region. If you have collected everything, the he will not have anything to sell.
Another option is builing the cartographer's house in you settlement, where he will (randomly?) sell you all the wealth maps for a region you might be exploring, or other you might explore later.
There are two missable wealth in the realm of Jotunheim. You can get them before or during the quest where you will be retrieving a cauldron. You cannot miss the quest as you will be entering a dead giant's glove into what it looks like a magical way into a foggy path. Eivor will make a comment about how impressive it is that "it's hard to believe this space held a whole hand once". After getting these two wealth, you are free from danger.
Either way, if you are thinking about this trophy, clear the regions you pledge and you will be totally fine.