The Phoenix Chest only opens if you reach it without healing from the last save point. While the Blood Chest only opens if you can deal more damage before it regenerates health.
Gravestones share tips that other players leave. Also note the thrown item that lights up areas ahead.
Before every boss fight there will be an indicator for “Average Deaths,” which represents how frequently an average player dies before defeating the boss. If you do better than the online average, then you will be rewarded.
This is a rare item that lets you spawn a “scouting eye” for 10 seconds to survey the area ahead. It can also be used to trigger certain traps.