It's supposed to be non-linear, so keep that in mind if you find a guide.
The game is linear depending on the scenario, there are three of them and only the third one is actually non-linear. As you progress through the game (it could either be by level or by animals captured) you'll receive some messages and the story will progress. Only in the third scenario there are events that you can miss if you dont get to a certain place on time or if you fail to meet the conditions to trigger the event by that moment. Scenario A and B kinda work like tutorials for the scenario C that is the real deal and is the one with the complete ending.