Wolfenstein II: The New Colossus

This story related and cannot actually be missed. The only way to miss this would be to not play the game.

This is section is fairly early in the game and is the part as well as a handful of other minor characters. This section of the game can be pretty tricky as its after the Manhattan area as a whole you should unlock this. The whole New York area of the game is full of radiation that can drain your health and a lot of enclosed areas, drones, and enemies out in the open with little to no cover. Its also just about the first time you encounter

IGN has a guide that also includes where all the collectibles are in them.
https://www.ign.com/wikis/wolfenstein-2-the-new-colossus/Man...
https://www.ign.com/wikis/wolfenstein-2-the-new-colossus/Man...
https://www.ign.com/wikis/wolfenstein-2-the-new-colossus/Man...
https://www.ign.com/wikis/wolfenstein-2-the-new-colossus/Man...