There are a total of 66 Grubs that you must collect throughout the game. They are alive and glowing, and are your source of power for upgrading. A lot are easy to see and you eventually have to travel back through previous areas, so don't worry if you cannot figure out how to get one. The game will actually tell you to wait until later if it notices you attempting to go for it. The absolute best thing for you to do, is as soon as you have 4 grubs and get to an upgrade station, upgrade the power that shows you these on your map.
A guide can be used for assistance. Click HERE to read it.
Note: As you gain powers, you'll be able to reach certain collectibles that you couldn't get beforehand. You will be backtracking. You really should collect everything that you can while you are there. There is a chance that the Laboratory has highly missable collectibles. You must get each one before you continue on. Make a backup save at the start on another memory device if you want a safer route just in case.