My tactic when unsure where to go next has always been: explore everything, try to not miss any little secret and talk to everyone, eventually I'll run across the hints I need to proceed. The biggest pain had to be investigating Jake's murder because the quest is a mess and you don't get any real hints outside of: investigate. So just trying to follow up on the leads you do have can be a huge pain. The The cat's collar you should find through exploration eventually. The biggest thing is always to try to find your way into every door, if something is locked you probably need to get in for some quest or another.

With Jake's murder I always found that going around and exhausting conversation options with every named NPC is a great idea.