For this trophy, you need to collect 100 diamonds in every stage in both the normal and spooky worlds. They're fairly obvious to spot - I don't remember any being hidden away.
One thing to keep in mind is that if you die, you lose the ones that you have collected. Hitting the checkpoint will also keep a checkpoint of all the diamonds you've collected so far in the level, but they won't actually count until you completely beat the level.
If you've having trouble getting some, keep playing further on into the game until you can unlock some of the power-ups in Grannie's shack. The extended hover in particular makes things much, much easier.