Question for the people who have played several of these, aimed at the newcomers group.
Some games punish you for not doing things in the right order. Others let you clean up afterwards. Which kind is this series, historically, and is there any reason to think this one is different given the chapter structure people keep mentioning?
Accepted answer
Historically forgiving. The mainline games let you clean up almost everything after the credits, and the map stays open. RDR2 was the exception and even there the missable content was mostly optional character moments rather than collectibles.
With chapters mentioned there is a real chance some optional content is chapter bound. But for a first playthrough the answer is still do not worry about it, because worrying about it is what ruins a first playthrough.
Second playthrough is for the checklist. First one is for the game.
That is the most useful thing anyone has said in the newcomers group and it is coming from the person best placed to say it.
Worth adding that the optional content with narrative consequences mentioned in the previews is exactly the category that tends to be missable, because it is tied to characters rather than to map markers.
Coming to this late as the resident completionist: do not chase it on your first run. I have done that twice and both times I finished the checklist and could not tell you what the story was about.
Reading this in September and taking it as instruction. First run, no lists.