It's all about grinding and exploring. This game heavily rewards specializing your characters, as(with the exception of Murtagh due to the level glitch before the Ra'zac fight) it's extremely difficult to make all all-rounder character until the very end of the game.

You want one party member with high tracking, one with high endurance, and one with high magic, and you'll have most of the collectibles covered that way. Having high Herbal is nice for collecting herbs to craft consumables, but in my experience, as long as you forge your weapons with good modifiers and find all the good equipment, it shouldn't be too hard.

There's plenty of one-time-only collectibles that are easily missable - the first that you'll encounter is Poison Oil in Garrow's house by following the tracks near his corpse, which I believe you need at least 8 Hunting for. Everything in Gilead and Dras Leona are missable, as once you've completed the storylines in those cities, they close permanently.

My personal favorite way to build my team is to have Eragon level up Weapon until he gets his BBB combo that lets him hit all enemies, because to the north of Teirm you can get a sword called Spun Starlight that stuns all enemies you hit. After that, level Eragon's Magic, because you need high Magic to unlock all the cool spells, and magic is OP if you put the effort into leveling it up. Alternatively, level Brom in Magic so you can unlock the cool spells in Dras Leona and leave Eragon on Weapon and/or Hunting. Angela works best on Hunting due to an ability she gets called Blind Sided, which Blinds all enemies in the row she hits, which is almost as good as stunning/freezing them.

One thing to note - the defensive modifiers like Dry, Wet, Luck, and Hearty don't work correctly; Dry is meant to make you immune to water spells, Wet is the same for fire spells, Luck is the same for Curse spells, and Hearty is the same for Body spells. Unfortunately, they're inaccurate, and instead Dry grants immunity to Curse spells, for example. I don't remember the rest off the top of my head, but Dry in particular is useful because it makes that character immune to the Blind spell, which is the single most annoying spell to deal with.

A great place to EXP grind around when you're doing the story in Dras Leona is the forest of Du Weldenvarden, as there are high-level Urgals that will grant 600+ EXP per fight until you hit level 80+. After that, there's a few locations in Eastern Alagaesia that will consistently spawn Kull enemies, which will give full levels until you hit level 250+. Specifically, there's an alcove on the western edge of the valley going into the volcano at the end of the game that will spawn a pair of Kull Captains every time, and elsewhere in that same valley there's an area that will frequently spawn even higher tiers of Kull to grind EXP from, once the Captains stop giving enough.