Here is my 100% Achievement guide (& Full walkthrough) for Tell Me Why.
This is for collecting 1 out of any of the 5 collectibles available during the game.
They are goblins, and we find them through various parts of the game.
The first one you pick up as Tyler is story related so won't unlock.
Where we get this achievement is, when you go under the house and can only go straight.. at the end, Alyson will tell you to turn left BUT before you do, go to the right in a little cubby hole bit and the goblin is there unlocking you this achievement.
Go to 36:20 in the video to see where this unlocks
Hope this helps!