Goal modes are restrictions which prevent you from entering the final Willow room before you have completed your objective. If you attempt to enter Shriek’s room before completing all goals, your current goal progress will appear on screen instead. However, if you have tried to enter this room before completing your goals, the warp will unlock so you don’t have to travel there again. You can press Alt+P to check your progress on goal modes.
If you enable the Progress Helper header, you can use the Custom Wheel in order to see which objectives you have collected and which one you are still missing.
All Trees
In this mode, you will have to visit all 14 Ancestral Trees and collect their pickups. These trees are the 12 skills trees located in Marsh, Howl's Den, Kwolok’s Hollow, Wellspring, Wastes, Pools, Reach, Depths, and Weeping Ridge plus the 2 Ancestral Light trees located in Glades and above Burrows.
All Wisps
All Wisps adds the requirement to collect all the wisps, which are located to their normal location. These wisps are the Voice, Memory, Eyes, Strength and Heart respectively from Kwolok in Kwolok’s Hollow, finishing the Reach escape, defeating Mora in Depths, defeating Kwolok in Pools and finishing the Worm's escape in Wastes.
All Quests
All Quests adds the requirement to finish every quest in the game. This includes all main quests (mainly collecting the wisps) but also every side quest like Hand to Hand and Rebuilding the Glades. You can view your quest progress on the map screen.
In addition to the Progress Helper's quest status, you can use this list of quests to learn about the exact requirements.
World Tour
World Tour adds one pickup called a relic in some areas. You need to collect the relic in every zone that has one. You can tell if a zone has a relic by pressing Alt+P or opening your map. If the name of an area is red it means you have already collected its relic, white means the area have a relic but you haven't collected it yet and orange text indicates the area you are currently in (if you haven’t collected its relic). The number of relics vary from one seed to another. You can set the probability of a relic spawning per area once you selected this goal in the seed generator.