I just want to add that you if you happen to miss collectibles, you can go back to the main menu and select ''Load'' (It's a Chapter Select with the total number of collectibles)
By the way, for those wondering : The collectibles are pretty easy, you just have to keep pressing LB (Switching worlds) back and forth to find the collectibles. No guides needed and just keep looking everywhere before moving on into the level. Also, when you do those ''Challenge Rooms'' (where you need to collect 3 collectibles and sometime you have to do a ''speed run'') you can select Restart Level and it will only restart the challenge room you are in and not the entire level.
Hope it helps