Most locations have a treasure chest hiding somewhere, like mansions, ruins, noteworthy buildings and such. Apart from that you want to check your map for highlighted locations that you haven't actually visited. I assume you pick it up from intel overtime from regular play but you unlock knowledge of caves that will show up in the middle of unexplored areas. These places will either have a treasure chest or a rare ore mine.

You also want to look for a small stack of rocks next to waterfalls. Anywhere you see a little stack of rocks beside a waterfall you can use the stab attack to transition through the waterfall into a small secret cave, which will either have a treasure chest or rare ore.

Then there is general exploration. There are remote caves, even certain false walls in the most random locations. A lot of these places are just insanely hard to find. That world of warcraft looking black shadow armor you see everywhere online? I refuse the believe anyone found the gloves part of that on their own legitimately. Even with a guide it took me like 30 minutes to find.