Thor: God of Thunder

First 5 Story based.
Frostfire- this is the icy cloud that Ymir will summon during the last battle. Use wind blast to clear some away.

Jade breaker- The large cannons that constantly emit a beam. Story requires you break 2 in the spire, unsure if you can get 3 in one play through.
Next 4 are story based.

Nimble- in the first cave with ymirs face a gale will blow through in alternate directions. Hide behind pillars, in the ice circles, to avoid it. Best to try and run through as fast as you can.

Spiked- This starts once you reach the ice river, you will be trapped by barriers as spikes pop out of the ground towards you. In the first use the grab point on the right to avoid them.
In the second area use the stand on the solid platform to avoid them. You then have to take out the turret before climbing the waterfall. Use timing to avoid the spikes and once you reach the top you get the feat.

Surefooted- dont fall off the side from the moment you see the white wind column until you get back outside at the top of the tower.

Makeover- As soon as you appear in front of the palace, with the wind now gone, burst towards him, jump between the ice beams and hammer throw Ymir's face.

Nemesis- For this feat you need to open the cave of ages in two charges. To do this you need to deflect the bullets from afar, then use overhand throw while he summons fog of spikes, hit him twice and the grapple point appears. move to the shoulder and XXY. Repeat this sequence 2 more times but this time hit the chest as soon as you grapple. As soon as you hit the heart he will vanish, Dash to the door and charge till you get spiked. Repeat the above and if you get to the rune quick enough the feat is yours.
(This took me a few tries, thanks to UltraTocci for his help on this).

Unstoppable- standing on icy ground or in the frost fire too long will cause you to be encased in ice. Shake the left stick to free yourself. Repeat 5 times.

Collectibles-
1. At the exit of the first cave look left and use the grab points to reach the ledge above. (Health)
2. After the first battle with the Jotun look up and right of the doorway to see some crystals on a ledge. Use hammer throw on them and use the jump point to get up to the nut. (Odinforce)
3. In the tunnel after the first battle, hammer throw it down from the ceiling half way along.(Health)
4. In the icy wind cave reach the far wall then turn around and hammer the ice pillar on the left. run up the pillar to the item.(Health)
5. After the waterfall is frozen in a cut scene run over and smash it. (Lightning colour)
6. After using the rage to smash Ymir, head into the cave und up the cliff. Once you hear water start behind you, turn around and jump back down the cliff. (Odinforce)
7. Once you get to the front of the palace bridge, where the storm is blowing, look down the front right side of the bridge to find a hidden ledge underneath.(Health)(Hard Only, thanks Redback22)
8. After Loki shows you the path to the spire head down it until the river. On the right is a waterfall with grab points. At the top smash the crystals. (Hard Only) (Odinforce)
9. After destroying the first jade turret, climb the waterfall. Then turn round, jump off and smash the ice barrier. Catch the collectable as it flows downstream. (Costume)
10. After defeating the goliath, destroy the turrets then fly up to the ledge. Use the grab points on the cliff face to get the collectable in the middle of where the turrets were located. (Odinforce)
11. After smashing the floor ice and falling down turn around. Use the grab point on the right. (lightning colour)
12. At the top of the inside of the spire after the wind lift go left and kill the jade bot. Then go right over the ice shards and on the top bridge is the collectable. (Health)
13. On top of the spire after destroying the jade pillars it appears near the outer edge. (Odinforce)
14. After destroying the spire you fly back to the palace. Destroy the door and turrets to stop them shooting you. Then head back over the bridge and fly up to the spire path. Hammer throw the crystals on the right and follow the ledge round for the prize. (Odinforce)
15. After defeating Ymir you land in front of the cave of ages. To the left of the door is a grab point. Use it to reach the collectable. (Health)

Thanks for the great guide, it let me get the achievement on my first trip through the game - I just have one update for the 'Jade Breaker' Feat:

Jade breaker- The large cannons that constantly emit a beam. Story requires you break 2
in the spire, unsure if you can get 3 in one play through.

Solution - the third cannon is the 'air elevator' that takes you to the exit door and health collectible. After you've nabbed the health collectible and are ready to leave, stand on the exit platform, but don't break the door. Instead, turn around to face the air cannon and going into hammer-throw mode. You will target a large chunk of ice above the stream of air. Destroy it, and another piece of ice will tumble down, crushing the third Jade Air Cannon, unlocking the feat!