Don't leave first thing after an area is complete
Sometimes, you will go to leave an area and an NPC will ask you if you are sure about leaving at that moment. If you say yes, you'll continue as normal with nothing lost. At least, that’s what you would normally think. However, there is a high chance - almost certainty - that the reason the game is giving you this option is that there is something of note you are missing. Stay and keep searching.