Here's a video guide that I made covering all the collectibles for this episode. I've also made some notes below describing where they are.The Walking Dead: The Final Season - Episode 1 Collectible Guide
There are 6 Collectibles in this episode and they are as follow...
Deer Skull - Can be found at the train yard at the start of the game, walk down the alleyway that is past the tree with the swing on it.
Fake Flowers - Can be found under the stairs where you have to find AJ after waking up. Look for the Find AJ confirmation at the top of your screen.
Real Flowers - Can be found when you have to help AJ make some friends. It is in the far right corner from where you spawn and it is on a bench.
AJ Drawing - This is where you are in the sleeping quarters and violet comes in and ask for the colouring box. I gave it back to her and was then presented with the drawing by AJ.
Cat Skull - It is imperative that you select the Fishing
option when Marlon ask you which place you want to go. Once inside the fishing hut it is directly behind you on top the smashed up fire place.
Ten Drawing - You are having a conversation with Ten after you come back from your second visit to the train yard, and he asks you if you want to be drawn into the drawing. I selected Yes and was able to unlock it.
Now that's all the collectible locations. Next I will describe where you can put them in the sleeping quarters.
AJ Poster - You place it on the wall automatically
Cat Skull - Can be placed on the shelf on the right side of the room.
Deer Skull - Can be placed above the door.
Ten Poster - Place it next to the AJ Poster.
Fake Flowers - Can be placed on the shelf next to the AJ poster.
Real Flowers - Can be placed on the bedside cabinet by the window.