I'm currently still playing the game and figuring things out myself, and I will be using this guide to post all the stuff I find.
If you want to make a contribution or correct some information about some achievement, don't hesitate to leave a comment.

Enjoy the guide :)

[September 2019 Update]
This guide is alive again! Unfortunately I lost interest in continuing work on this after I finished the game, but Mtext has recently volunteered to revise and complete it. We'll get it done eventually!

You will unlock these achievements automatically as you play along.

Don't say no
Leave your comfort zone.


Finish Chapter 1

Unbearable
From victim to victor.


Finish Chapter 2

Ask for a miracle
Pay it forward.


Finish Chapter 3

No hope
Hit your lowest point.


Finish Chapter 4

Letting go
Accept things as they are.


Finish Chapter 5 (Epilogue)

These achievements are all pretty easy, if you know what you are trying to do.

Happy family
Reunite the family.


In the first part of chapter 1, next to the statue of the fox, you will find some trees with fruit in them. While you are carrying a fruit in your arms, all boars (small and big) will follow you. Keep walking around and gathering more and more boar followers until you get the BIGGEST ARM... I mean, hum, the achievement (NOTE: unlocks from 8+ , I believe, can someone confirm this?)


Lighten up
Lit many lights.


Keep shouting at every torch you see, and you will get this achievement pretty fast (probably by Chapter 2 or 3).


Jars in the sand
Break lots of jars.


Keep shouting at every vase you see. Most of the vases in this game appear in chapter 3, which is where you will probably get the achievement.


Reckless cannonball
The higher, the funnier!


Jump into the water from really high up, making sure to hold the interact button to tuck into a cannonball before hitting the water. Can be done in chapter 1.


That went too far
Throw something as far as you can.


Throw a fruit off a cliff or bridge. Can be done in chapter 1. Thanks to Senrigan for this one.


Dark and quiet
Complete the labyrinth without making a sound.


At the end of chapter 1, solve the maze (reach the tower in the middle) without ever shouting at a statue or jumping.
This may be easier to do if you turn up the brightness of your screen, though the statues will still light up on their own when you get close enough to them. You can still get The path of Light achievement (below) as long as you do it AFTER first reaching the center silently.


The path of light
Bring light to the labyrinth of darkness.


At the end of chapter 1, light up every statue in the maze by walking nearby or shouting at them.
Don't forget the 3 statues in the side-room (requires jumping)! This achievement is not mutually exclusive with the one above as long as you go back and do it AFTER first finishing the maze silently.


Wrong direction
The other way was safer.


At the very end of chapter 2, on the long bridge, just after you have pushed the gold ball back where it belongs, run towards the guardian bird to give him a big nice h... oh, wait he killed you. Oh well, at least you got an achievement.


Patience
Turning your back to the truth and persevering will lead you nowhere.


Near the start of chapter 3, keep running forward down the endless corridor until you get this achievement (it should pop in about 2 minutes).

Ancient treasure
Try to wake up the lost Sentinel.


Chapter 1, travel your way down to the beach in the second area. You should find an orb dispenser in a small cave on the left end of the beach and an old sentinel in a pond on the right end. Bring the orb to the sentinel and shout at it.
Thanks to Stexred for this one.


Funeral flowers
Find a nice resting place.


Chapter 1, Dive to find a hidden room after refilling the tree-pond in the amphitheatre in front of the big bridge to the main tower.
Thanks to Senrigan for this one.


From the sky to the abyss
Witness the resting place of the once mighty.


At the very start of chapter 4, instead of following the guardian, go the other way and find the corpse of the aggressive bird you defeated in Chapter 2. It's a bit hard to find(Note: maybe add screenshots)
This achievement is pretty much mutually exclusive with the Racing achievement below.


Racing
Be faster than the Sentinels.


At the very start of chapter 4, get to the interior of the building before the sentinels can get there. Should be no problem if you know the route.


Hold your breath
Use only one bubble in the underwater cave.


What lies in the deep
Find the shark.


This is at the start of chapter 3.
You can make it through the first section of the cave without using any bubbles. For the second part, you'll have to use a bubble two rooms before the end. Get through the third section without using any bubbles again and you'll get the achievement when you surface. Then dive back down to explore the floor of that same flooded room, the one with the sunken tower, to find the shark for "What lies in the deep".
Tips for getting this right.

• Scout how you want to go first by diving a little and then coming back to the surface, so you can move as close as possible to where you need to go on the surface.
  
• Diving straight down or going straight up is faster in gaining/decreasing altitude(even more than normal physics describe for)
  
• If you don't need to go down or up, go horizontal as it is way faster for speeding through the cave too.
  
• The hardest part should be getting to the bubble without dying, and from there it should be pretty easy.

Thanks to Senrigan for his tip on where to find the shark.


Without a trace
Respect the past.


Get this one in chapter 3 by avoiding touching any of the statues in the dark room in the flooded caves with a wall painting showing a person transforming into a giant shade. Unlike all the other breakable statues in the game, these particular statues will turn into shades when broken. Get through the room and into the water without breaking any of them to unlock the achievement.

There are seven Achievements related to collecting stuff. I've put some hints about the general locations first to not completely give it away.

Currently known:



Bite the dust
Break the five strange statues.


There are lots of statues that will crumble to dust if you get close to them, but there are 5 odd ones scattered through the game that all look like a man bending over in agony with his hands on his face. The first one is down on the sandy floor behind the pyramid platform you begin Chapter 2 on, and the other 4 look exactly the same.
Note: This achievement is NOT mutually exclusive to Without a Trace, which is just about avoiding touching the 4 statues in the dark room in Chapter 3 (just past the movable spotlight) that turn into Shades if you break them.


Sweet Memory
Reunite with the white shade.


The White Shade (I call her mother) makes 5 appearances through the game. Finding all of them unlocks this achievement.

First appearance: End of chapter 1, in a room next to the dark maze.
Second appearance: End of chapter 2, after stopping the third windmill, near a woodframe between the windmill and the cliff edge.
Third appearance: Mid-way through chapter 3
Fourth appearance: Chapter 4.
Fifth appearance: End of the game, if you found the other four.

Toyful Child
Collect all the toys.


Fox toy
hint: Chapter 1, in the starting area of the game
exact location:
When you wake up at the beginning of the game, instead of running forward , go the opposite way. Parkour your way on the cliffs, where you should find the Toy somewhere half way to the top, on a ledge.


Seagull toy
hint: Chapter 1, in the starting area of the game
exact location:
From the statue of the fox(the first puzzle set) go to the left and up the hill. If you continue in that direction, you will find some ruins pretty high above the ground. After a lot of parkour, you should be able to get to the top of the ruins, where the toy is placed.


Pig toy
hint: Chapter 1, before entering the amphitheatre with the trees in the middle
exact location:



Windmill toy
hint: Chapter 2, after the deactivation of the first windmill
exact location:
After deactivating the windmill, go in the direction of the beach. At the rightmost part of the beach you will find a tower structure that is pretty high above the water and connected to the main land with a marbled bridge. Inside the tower is the windmill toy


Bird toy
hint: Chapter 2, after the deactivation of the first windmill
exact location:
Right behind the nest of the agressive bird at the end of the bridge , there is a building. If you descend down in the building , you will find a room with 6 lights and a big light in the middle. You can jump down from the middle part of the room, and parkour your way into a hidden chamber which contains the toy.


Wind Chime toy
hint: Chapter 3
exact location:



Ball toy
hint: Chapter 4
exact location:



The Truth
Peek through all the keyholes.


Eight keyholes are hidden throughout the world, and peeking into them will reveal a story about how you came to be doing what you're doing. It doesn't matter what order you find them in.

First Keyhole
hint: The end of chapter 2, near the third windmill
exact location:
After you've pulled the second block out of the windmill, you use that block to jump the nearest wall and escape the walled area around the windmill. If you descend that side of the island, the keyhole should be somewhere in one of the rocks on the side.


Second keyhole
hint: This one is pretty much not missable if you progress in the story. It's early in Chapter 3
exact location:
At the start of chapter 3, when you turn around in the neverending corridor, there is the destination you were looking for the whole time, and the keyhole is right beside it.


Third keyhole
hint: Third chapter, The area behind the underwater caves
exact location:
After the underwater cave and the big square where all the creatures are gathered you come to the place in the screenshot below
Instead of following foxy to the right, turn left. The keyhole is hidden between some vases



It's a process
Reassemble all the emblems.


Each area has an emblem broken into 4 pieces (except for Chapter 4's, which only has 2 pieces) and scattered all around the place in its most out-of-the-way spots. There is also an extra-hidden fragment in each area, usually even harder to find and/or get to, that all go together to form the fifth emblem. Completing all 5 emblems will get the "It's a process" achievement.


Lost Lullaby
Complete the lost lullaby.


First Lullaby
hint: Chapter 1, starting area
hint 2: Near the fox toy, if you have that one
exact location:
When you wake up at the beginning of the game, instead of running forward , go the opposite way. Climb your way onto the cliffs now in front of you and at the top you should find the lullaby together with a great view across the sea.

Second Lullaby
hint:
exact location:


Third Lullaby
hint: Chapter 2, after the deactivation of the first windmill
exact location:
looking from the main entrance of the first windmill, go to the right of the windmill. There is a building that lets you descend underground through a set of stairs, and the lullaby is in a room next to a corridor there.

Fourth Lullaby
hint:
exact location:


Fifth Lullaby
hint: Chapter 3, near the "Shark"
exact location:
after the second dive, in the chamber with the tall submerged tower with a tree on top and shades all around, a cavern off the side

Sixth Lullaby
hint: Chapter 3, near the very end (yet quite close to the beginning)
hint 2: in the area where you reactivate the whole guardian-factory
exact location:
In the chamber with the many guardians, first solve the puzzle and awaken all the guardians. Drag the cube back to the middle platform so that the middle pillar slides to the left. If you climb up it, you should be able to start climbing on the left wall of the chamber. On the first level, behind one of the places where a guardian stood, you can find the sixth lullaby


Full Wardrobe
Collect all the outfits.


These seem to be the most hidden things in the game, apart from maybe the pieces of the fifth emblem. There are 2 hidden in Chapter 1, and 1 each in Chapters 2, 3, and 4. Getting the outfit from Chapter 4 is needed for the "Blend in with the surroundings" achievement, which you get by wearing it while walking through the Shades' hall at the beginning of Chapter 2 (you can select chapters to replay after finishing the game once).

Watery hint:
exact location:

Atlantean hint:
exact location:

Rocky hint:
exact location:

Guardian hint:
exact location:

Shadowy hint:
exact location:

Blend-in with the surroundings
Move undetected amongst the shades.


Outfit-related achievement.
Wear the outfit you found in Chapter 4 while walking through the hall at the start of Chapter 2.


Careful steps
Don't smash the eggs.


Don't step on any seagull nests while working on refilling the tree-pond in Chapter 1. If you do, you'll need to restart from the last checkpoint and try again. The achievement unlocks once you reach the top of the tallest orb-tower.


Good intentions
Try to undo a mistake.


Try to give a blue orb back to the tree that died after you took the sentinel's head out of it.

If you got this far, thank you for reading.
I hope you found some use in the things you read and if the achievement you were looking for still isn't there, I'll try to add it asap