These achievements are not missable.

1. Durga's Blessing - earned in chapter 1 upon getting your first weapon, the Trishul

2. The Ruins - earned upon completing the first chapter

3. Vishnu's Blessing - earned in chapter 2 upon getting your second weapon, the bow

4. The Fortress of Jaidhar - earned upon completing the second chapter

5. Warrior's Poise - earned in chapter 3 upon getting your third weapon, the sword & shield

6. Hiranya Nagari - earned upon completing the third chapter

7. Shiva's Blessing - earned in chapter 4 upon getting your final upgrade branch

8. Land of the Mystics - earned upon completing the fourth chapter

9. The Dream - earned upon completing the fifth chapter

10. The Deserts of Thar - earned upon completing the final chapter

11. Raji and Golu - earned upon completing the final chapter

These achievements are optional story/lore, and are missable.

12. The Birth of Durga - Listen to each of the 5 murals in chapter 1. All 5 murals are in a row and hard to miss. Just make sure to listen to the entire audio clip before moving to the next one. The clips all have red circles that you stand in.

13. The Legend of Shakti - Listen to each of the murals in chapter 2. Same as chapter 1, they're all in a row, with red circles.

14. The Legend of Garuda - Listen to each of the murals in chapter 3. All in a row, red circles.

15. Tales from The Mystical Lands - Listen to each of the murals in chapter 4. All in a row, red circles.

16. The Avatars of Durga - In chapter 2, you will ring a bell to get your first Favor Orb. This will unlock the 9 murals on the wall. Listen to the story about each of the 9 images.

17. The Avatars of Vishnu - In chapter 3, when you get the sword & shield, there will be 10 images. Listen to the story about each of the 10 images.

The remaining 4 achievements are for finding the mildly hidden Favor Orbs. There are 16 of them spread across chapters 2, 3, and 4.

18. Exploring The Fortress - There are 5 orbs in The Fortress of Jaidhar:

• The first is earned automatically upon ringing the large bell.
  
• You will go up a flight of stairs onto a parapet and have the option to go left or right. Going left will lead to some wooden planks and a wall to climb, followed by some platforming and the second orb.
  
• You will come to a large open area with a big gate, and a small audio cutscene where Raji says "this is it!". Go far to the left of this closed gate, near the wall. There will be some flowers on a wall with holds you can grab (between a circular tower on the wall and a building jutting out). Climb up the wall, and onto the top of the building for the third Orb.
  
• Near the end of the chapter, you'll be in a large room with scaffolding on both side walls. Platform up the right side scaffold for the fourth Orb.
  
• At the end, you'll exit through a large doorway with light coming out of it, into an outdoor corridor and up to another large, closed door. Go to the left side of this building for the final Orb of Jaidhar.

19. Exploring The Golden City - There are 5 orbs in Hiranya Nagari:

• Early in the chapter, you'll have the option to branch left or right. Go left past an area where you plant a few lily pads, and go up a small stairs from the left. Go down/south and platform your way to the first Orb.
  
• Further on in the left branch, after running left along a wall, and over some wooden boards, you'll have the option to go left or right. Go right for the Orb (and also a purple and yellow orb).
  
• On the right branch, you'll again have a wooded platforming area, with an option to go down-left or right. Go right and platform to the Orb.
  
• After lowering the water and progressing onward, you'll have a cutscene and cry about Golu into the water. Here, you'll need to plant a lily pad to then climb a wooden wall. Grab a second lily flower and carry it up the wooden platform. From the wooden platform, throw the lily to the right, into the water, and then jump down and across to the fourth Orb. This was a bit jank for me, and by far the hardest Orb to get in the game (it was the only one I missed in my casual, because I didn't think it would work at first, so I skipped it and kept going). EDIT: this appears to be unintended; the way you are supposed to get the Orb is to: "take the upper path, but don't do the wall run thing, go up once more instead, a path way to the Orb is to the right."
  
• Shortly after Orb 4, you'll go left up stairs to a platform, and progress is up/north. There are also stairs to the left. Throw down multiple lily pads left and platform your way over to the final Orb.

20. Exploring The Mystical Lands - There are 6 orbs in Land of the Mystics:

• After fighting some enemies and then climbing up a rope, there will be an Orb. Very hard to miss this, as it is not hidden. You'll then progress across some vines to the left.
  
• You will go down a rope into a large open area with some fighting. In the upper-right corner will be a small ledge and a waterfall. Climb up and go behind the waterfall for Orb #2.
  
• Orb 3 is not missable, as you'll get it upon getting Shiva's Ice powerups.
  
• After climbing up a rope and jumping onto some rocks over water, you'll have small branching paths. To the right is another waterfall with an Orb behind it.
  
• You will go down a large log, and then up a green-coated wall twice, to find an Orb that is out in the open. Very hard to miss.
  
• The final orb will be down a rope and then to the right. Go past the intended path (which is to climb up), and continue to the right around the corner for this final Orb.

21. Favor of the Gods - Collect all of the above 16 Favor Orbs in ONE playthrough!

Hope this helps. Any mistakes or questions, please let me know! Enjoy.