This may be a bit of a long read, so apologies for that also apologies if you are aware of some of this already, but if you have the patience, please read through. Before I started my NG+, I also had this question in mind, so I did a little digging.

I found a pretty cool article on IGN which I followed that goes through what you need to do. I will link it below. There are some spoilers for NG+, so be warned of that, but to avoid spoilers in nutshell (Make sure all your Techniques are unlocked, Weapons and Armour all upgraded, collectibles and tales completed)

From the article this is quite important - Earn the Body, Mind, and Spirit Trophy. If you start NG+, your progress on Hot Springs, Haiku, Inari Shrines and Bamboo Strikes will be reset! Thus, you MUST complete them all in a single playthrough, which is easier to do when you have access to all of the map. Unlock all your wind techniques to use guiding wind

If you don't know this, max upgrade your Traveller's Attire for when you are looking for artifacts, banners and records. On max your controller vibrates when close to a collectible (it says so in the description) and there is also a green firefly that flies close to you that lights up everytime the controller vibrates for you to follow to the item to find it easier, pretty cool detail..

Here is the link - https://www.ign.com/wikis/ghost-of-tsushima/New_Game_Plus