This game has a few odd development choices (in my opinion) that alter how we believe the main category for this speed run should be.

To get the Good Ending, all you do is beat the game without having collected 4/4 orbs, 2/2 egg pieces, or having at any point in the run purchased a Save State through the in game shop between stages.

The collectable information was compiled by JoeyBaby69 and just to make that as visible as possible, posting that below-

Orb locations:

1st Orb: After the very first boss in the game (USA/AD 1872), you have two paths to take. Take the right path. Halfway through the level there's a barrel on the ground next to a big ledge. Inside it is the first orb.

2nd Orb: By the end of the 2nd stage of Greece/45 BC, there's a path on the ground that takes you to another level. Before you enter it, you MUST have purchased the Water Transmutation already, or have at least 185 Gold to buy it on the shop before the next level. Halfway there will be a chest blocked off by walls. Use the Water ability to phase through it to claim the orb.

3rd Orb: Approaching the end of the 2nd stage of Egypt/1332 BC, there's two branching paths. Take the bottom route and make your way through until you spot a chest on a high ledge. Break it to get your 3rd orb.

4th Orb: On the first stage of M.A/Spain/AD 1210, the very first wall you will see has a chest inside of it. Using the Water Transmutation you bought earlier, you can snag the final orb.

After you complete this stage, an animation will play on the shop screen giving you an alternate yellow color scheme. This grants you an extra health point on top of the health you currently have. If you ever get hit and lose your yellow armor, you'll regain it after completing the stage you lost it in.

Egg locations:

1st Egg: After the 2nd stage of Egypt/1332 BC, you're met with two different paths to choose. Take the right path and make your way to the three rows of chests. The egg is inside the middle chest.

2nd Egg: By the end of the first stage of Japan/AD 1412, there's two chests located under a dancer orb. Break the chest on the right to get the 2nd half of the egg.

Now you gained a companion throughout the rest of the game. It damages nearby enemies and nullifies projectiles when it touches them.