The game has 25 achievements, all of them are easy to obtain, and can be completed at any point in the game.
My apologies for any mistakes in this guide, as English is not my first language. I hope it will help you!
PS. Make sure to leave a review for this game! It means a lot.

These 6 achievements can't be missed.

These achievements are(to avoid spoilers, hover over the black parts if you want to see them):

Mind you, this ending requires The Guardian's Light (obtained by slaying the Prisoner, related to the Justice served achievement).
After you end the game, you can return to the moment of decision and choose a different ending.

Justice served can be completed by slaying the prisoner in The Prisoner level.
I considered this achievement to be a Story achievement (not missable) but you can leave the level and choose to not go back there (thanks to Bangjang for pointing it out).
The Classic can be completed by using the scredriwer on the shield in the fireplace room, in the Hotel West Wing level.
The Stubborn Guest Returns can be completed by ringing the lobby bell 20 times.
Tools of the Trade can be completed by researching 5 items. You will most likely do it without realizing.
Big Pockets can be completed by maximing your inventory size. You need to max the "Big Pockets" skill.
Coin Flip can be completed by getting 3 heads or tails in a row. Inspect the coin and start flipping until you get it.
How the Mighty Fall can be completed in the Forest of the Lost level by cutting the big tree with the Rusty axe (it will require 3 hits.)
Cool Gals Don't Look at Explosions can be completed in Somnolent Wells City level by turning the power on before starting the gas leak. When you try to leave the room it will explode costing you 3 points of health.
Stand-up Comedian can be completed in The Casino level by interacting with the microphone on stage several times.
Stunning job can be completed by finding the Sledgehammer.
The Sledgehammer can be found by killing Mirrored Amy in the Doll House.
You can find her by putting the coin in the capsule toy dispenser (next to BERT!), examining a toy capsule, and using the key on the locked door in the same room. In the following room you will be able to start the boss fight after interacting with the mirror.
Summon-a-gun can be completed by imagining the Gun.
The Gun can be found by repeating The Hotel level, and going to the elevator. When you defeat the boss, you will unlock the Gun. All there is to do is for you to unlock the item and imagine it.
Ankh can be completed by imagining the Ankh. You can find the Ankh in Tutu's shrine level.
Massacre can be completed by making the Chainsaw go brr (interacting with it several times).
Chainsaw can be found by killing the Maimed Soul. You can find him in the Cave level. You will need to cut him open with bolt cutters (2 interactions).
After killing the Maimed Soul, you need to examine the chainsaw and make it go brr by revving it several times.
Out Of the Bag can be completed by using the box of matches on the rope in the Imaginary Prisons level. It gives you enough time to pull the lever.
Wadjet Eye, Mate! can be completed by getting an Eye of Horus, that can be found in The Library level. There is a Moustache Librarian that tells you to be quiet. After muting the game in game settings, talk to him and he will give you the item.

There are 44 notes to collect. (that's the amount the bookshelf in endgame states)
12 Desk notes that are unlocked by progressing the story:(You can always read them in your house, or in The Dream's Foundation after finishing the game.)
Landlord's letter
Dream journal
A letter from a magazine
My dreams / e-mail printout
Termination letter / Contract termination
re: My dreams
The Seeing Incidents
Witness testimony
Imaginary Prisons
Initial on-site report
Autopsy report
I'm sorry / unsent e-mail (keep in mind that this one is the only one you need to read in the The Dream's Foundation ) but it doesn't matter too much, because you can just go back there (it's the same stash of documents).


The Hotel has 2 notes(1 can't be missed):
Lobby note (not missable)
Experiment Proposal, Pt.3 (after repeating the level)

Hotel's West Wing has 2 notes:
Lost and found room note
Last sent text message

Somnolent Wells City has 8 notes:
A poster:
Experimental Proposal, Pt. 1
A letter in an open mailbox
Missing People
Note on a napkin
Journal left in a park
LUNAR EXPLOSION
Weekly Conspiracy

The Lucky Casino has 2 notes:
Trio de Sirenes (can also be collected at the end of Somnolent Wells City)
LUCKY CASINO MOTTO

The Attic has 4 notes:
Experimental Proposal, Pt. 2
A postcard
Doll Exhibition!
Coloring Book: Vehicles

Forest of the Lost has 3 notes:
Adder Facts!
Diary left on a forest bench
Forest tent journal

The cave has 2 notes:
Cave Explorer's journal
Dead man's journal

Imaginary Prisons has 2 notes:
Barnaby's journal
Test Subjects File

The library has 7 notes(1 can't be missed):
Opened book on the floor
Plaque
The Key to Success, The Mysticism of Dreams, The Golden Statue, A small Talk (open the books and read them)
The Fate of Thomas (not missable)