Memories are collected in Stray as you move through the world. They are represented by glowing blue energy that B-12 can gather to recover some of its lost memories. There are 27 in total, five of which are automatically obtained as you proceed through the story.
Chapter Select is available, so no Memories are missable, although you will have to replay the entire chapter to obtain any you missed.
Story Memories (Automatically Obtained)
Memory 01
This memory is automatically obtained as part of the story. Right after you meet up with B-12 in The Flat, you'll go outside and hop in the bucket to cross the long rope. On the other side, you'll find a mural of a sandy beach and B-12 will pick up the postcard, completing the first memory.