Throughout Hyrule and Lorule, you'll find 28 Pieces of Heart. Collecting four of these pieces will combine to form a new Heart Container, permanently increasing Link's maximum health. These are often hidden in chests, awarded for completing mini-games, or found in obscure locations that require specific items or clever use of your merge ability to reach.
Many Heart Pieces are found by exploring thoroughly, bombing suspicious walls, or solving environmental puzzles. Some are rewards for completing challenges like the Octoball Derby or the Cucco Ranch mini-game. It's highly recommended to collect as many Heart Pieces as possible, as increased health makes the game significantly easier, especially during boss battles and in the more challenging dungeons of Lorule. Keep an eye on your map for any areas you haven't fully explored, as a Heart Piece might be waiting there.