Aurora's and Shiv's are the one place you need to look carefully cause there are a lot of those.
I don't have a list in my head, but as far as i can remenber there were 2 tricky ones, one that you need to complete a quest in a house in north dreamscape, and one that is only available after a certain part of the story in Oddis Village main building, the rest, if you explore everything, you will find them naturally.
Also, you don't need to get all "feelings of curiosity" to get the "good ending", so if you miss a couple there isn't anything wrong with it as far as i know