So when you're in a level, be it in Demon's Souls, Sackboy, etc. there will be activity cards related to that specific location, and when you click on "More Details" it will usually list all the things you can do / get.Yes, it was nice to keep track of how many items I was missing for Demon's Souls achievements.
The little PS+ icon on them means you can click and watch a video (even snap it beside the game or picture-in-picture mode) which walks you through how to achieve the selected objective.
Or you can just maximize the video and watch it directly.