Before reading this list, it should be said that you'll find most of these as you play anyway, nothing is permanently missable, and you'll need to be able to reach the final level to complete the achievement, so I recommend just playing the game naturally, clicking on stuff as you go, and only come back here if you're totally lost on where those last couple of objects might be. The levels listed for each object are just the first examples I found - most objects are used on several levels, it doesn't matter where you get them.

There's no in-game way to see what you've found or are missing yet, but the save file is somewhat human-readable and can be found wherever the game is installed, as main.sav in the SavesDir folder. If you open it up in Notepad (don't change anything), you'll see the word 'Clickables' followed by a list of numbers between 0 and 54. Go through the numbers, figure out which ones you're missing, and look them up in the list below.

I'm somewhere between busy and lazy, so if anyone else wants to turn this into a proper Steam guide and add screenshots and such, that'd be awesome. :)

0 a (title)
1 b (title)
2 single block (level 26)
3 2-width block (star 6)
4 3-width block (level 23)
5 sandwich block (star 6)
6 5-height block (star-1)
7 wide block (star-4)
8 n block (star 3)
9 cross block (level 25)
10 top-heavy block (level 24)
11 u block (level 43)
12 bird (level 30)
13 square guy (level 31)
14 fish (level 2)
15 d (title)
16 e (title)
17 banana (level 0)
18 cherry (level 3)
19 grapes (level 26)
20 lemon (level 11)
21 orange (level 4)
22 peach (level 6)
23 pear (level 1)
24 pineapple (level 10)
25 plum (level 41)
26 strawberry (level 1)
27 i (title)
28 icicle (level 41)
29 k (title)
30 n (title)
31 exit portal (any level)
32 r (title)
33 S (title)
34 screw on spikes (level 3)
35 green bush (level 0)
36 large bush (level 0)
37 blue flower (level 2)
38 pink flower (level 1)
39 birdhouse (level 2)
40 tuft of grass (level 0)
41 star in star levels (currently bugged - click and hold over the star until it stops spinning)
42 underwater reeds (level 7)
43 fish with light (level 8)
44 starfish (level 7)
45 spinning block (final level)
46 light blue flower (level 22)
47 strawberry above i (title)
48 cloud on world map
49 snow tree on world map
50 snowman on world map
51 round green tree on world map
52 water lily (pink flower next to lily pad) on world map
53 lily pad on world map
54 3-height block (level 27)

There's also a few clickable objects which don't count towards the achievement, such as the boat and octopus on the world map.