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Clues, in order:

1) Rose. You can pick it up from the long white table in the FAB in chapter 1, after you've finished speaking to Yasmin and before you talk to Moses.
2) Lucas's book. Talk to Dead World Lucas once, then look at the stack of books on Lucas's table. He'll offer for you to take the one that's already signed. Take it.
3) Mug Tree. Chapter 2, Overlook path, Living World. Switch to Living World and go back down the path away from the cop guarding the gate in Dead World. You'll find a tree with Safi's bear mug in it. Take a snapshot of it.
4) Candy. Chapter 2, Overlook path, Living World. While still in Living World, after you've passed the cop, look down on the ground. There will be a box of candy. Pick it up.
5) Gwen's flash drive. Chapter 2, Overlook, Living World. In the major decision prompt, choose to rescue it.

(I only listed the ones that are missable, as you can't progress the story without the others, so you'll obviously get them on your own.)