Do you have to do all the challenges or collectathon missions to finish the game? I really don't like that kinda stuff like you see in assassins creed.
No.
There are super short tutorial "missions" in the main game that highlight the different currencies and unlockable structure, but after that the story is it's own track. And these aren't really collect-a-thon missions. They are very much so "oh hey, 4 collectables happen to be right next to me" kind of things.