Owlboy

Story related and cannot be missed.

After completing the final area of the game, you'll have to defeat one last boss. If you have collected all the coins before entering this area, you'll have a new outfit that makes you basically invincible. All you need to do is spam to dash when the boss attacks you, as you can't be hit when dashing with this outfit, and then shoot at him when you can with either Twig or Alphonse, until he's defeated.

If you haven't collected every coin, this will be much harder and you'll need to try to avoid his attacks as much as you can while shooting at him when he's resting.

After that, the game will end and you'll then be able to reload your save and teleport back to Vellie if you still have things to do.