Little Lost Things is for finding and hugging the 13 Nomes throughout the game. These are sometimes pretty well hidden and can be hard to find without a guide. Luckily, I made a video going over every collectible in the game (including these) linked below. We also have a written version over on our website if you'd like to check that out.
www.pandallax.com/guides/little-nightmares-100-achievement-guide