You must find 42 out of the 43 possible secrets to get the "No Stone Unturned" achievement. Secrets are areas that will fade away after Ori passes through them. The following areas have secrets that must be found before you progress far enough and lock yourself out from returning there:

Mount Horu: 6 secrets.
Ginso Tree: 4 secrets.
Misty Woods: 4 secrets.
Forlorn Ruins: 3 secrets.

The remaining secrets are in the open area and can be found at any time before entering Mount Horu. Some will not become available until you have certain skills. All will become available after you have the "Charge Jump" skill. There is an ability which will shows them as semi-transparent areas.