In order to know how far along you are, check the Mission Select screen. This screen displays your completion progress and tells you what you need to find in each level. None of the hidden items/areas are difficult to find, but here are some general guidelines to follow to insure that you don't miss anything.
- Watch carefully for pressure plates and activate all of them. They will reveal hidden areas.
- Note that some pressure plates are located on walls, so you will need to punch them in order to activate them.
- Smash everything that is smashable. Many items are located inside breakable objects. When in doubt, try to smash it.
- You must enter all Keystone rooms, and you must defeat all the enemies inside. Just discovering the room does not count.
Note: For the very first mission in Egypt, you'll find the Keystone room at the beginning of the level but you will not get the Keystone itself until the end of the level. You will need to grab the Keystone and backtrack to the beginning of the level to clear the room.