Here is the full list of all 44 Niko: Through The Dream achievements.
Collect all Diamonds in Chapter 05
Find the Teddy Bear in Chapter 07
Find Niko's Secret in Chapter 14
Find 5 cards in Chapter 15
Finish Chapter 18
Find the Teddy Bear in Chapter 18
Finish Chapters 16-17
Find the Teddy Bear in Chapter 17
Complete all puzzles in Chapter 16
Find the Teddy Bear in Chapter 16
Finish Chapters 14-15
Find the Teddy Bear in Chapter 15
Find the Teddy Bear in Chapter 14
Finish Chapters 12-13
Find the Teddy Bear in Chapter 13
Find the Teddy Bear in Chapter 12
Finish Chapters 10-11
Solve all puzzles in Chapter 11
Find the Teddy Bear in Chapter 11
Complete Chapter 10 in less than 5'20"
Find the Teddy Bear in Chapter 10
Finish Chapters 08-09
Find all the parts of the parchtment scroll in Chapter 09
Complete Chapter 09 without being seen
Find the Teddy Bear in Chapter 09
Collect all Cubes in Chapter 08
Find the Teddy Bear in Chapter 08
Finish Chapters 06-07
Complete the piano sequence in Chapter 07
Complete the first section of chapter 07 without dying
Fully solve Chapter 06 puzzle
Find the Teddy Bear in Chapter 06
Finish Chapters 04-05
Find the Teddy Bear in Chapter 05
Jump into the void from the highest place
Complete Chapter 04 in less than 4'30"
Find the Teddy Bear in Chapter 04
Finish Chapters 02-03
Find the Teddy Bear in Chapter 03
Complete Chapter 02 in less than 4'30"
Find the Teddy Bear in Chapter 02
Finish Chapter 01
Find all the parts of the parchtment scroll in Chapter 01
Find the Teddy Bear in Chapter 01