I've been on the hunt for every item in the game for the sake of having every in game checkbox filled so I made a spreadsheet to keep track of which items I still needed, but I figure others out there might find it useful. Just click on the link and it should create a copy of the document for you to edit and use for yourself.
Google Sheets link[docs.google.com]
This will tell you how to get every item and CD (on a separate page).

To see which items you already have, go to your challenges and look at the item lists for the 'gather X number of Y' challenges. For example, to see Hero weapons, go to the collect Hero weapons challenge in Battle challenges and it will give you a list of which weapons you have and which you don't. All of the Gear items are in the Battle list while the CDs are in Adventure.

Anything without 'HOW TO OBTAIN' filled in must be obtained as a random loot drop, an item in a level, or as a reward for something. Also, almost every weapon except those crafted at Romance Workshop can be obtained as loot. Getting expensive weapons from golden safes is always cheaper than paying for them!

If you find any issues with the sheet, please let me know so that I can fix it!

I hope you find this useful. Enjoy!