There are 13 collectibles across the 3 Episodes. You need to collect them all and then place them on the pedestals in the barn loft in Episode 3, Chapter "Princess and Tiara".
Episode 1 Collectibles:
Timestamps:
Collectible 1 - 0:24 (Long Time No See)
Collectible 2 - 1:12 (A Big Wooden House)
Collectible 3 - 1:53 (A Big Wooden House)
Collectible 4 - 2:16 (Rashomon)
Collectible 5 - 2:41 (To Serve And Protect)
Episode 2 Collectibles:
Timestamps:
Collectible 1 - 0:24 (Ahoy Goblins!)
Collectible 2 - 0:52 (Cold Case)
Collectible 3 - 1:19 (Plushy Fight!)
Collectible 4 - 1:46 (Last Rites)
Collectible 5 - 2:20 (Scorched Earth)
Episode 3 Collectibles:
Timestamps:
Collectible 1 - 0:32 (Like Mother, Like Daughter)
Collectible 2 - 2:17 (Adrift)
Collectible 3 - 2:48 (Princess and Tiara)