Ah, ok. Thanks for clearing that up. I guess I'm just ignore them for the most part except for the Dreamer Orbs. The chime when you collect one constantly playing is really off-putting. I'll probably pick it up, since it looks pretty fun outside of that and I don't really care about getting new costumes.The red orbs are just for score points, the clear ones have costume pieces and the bronze ones are equivalent to in-game money that you use to buy more costumes.
The blue ones called "Dreamer Orbs" are the only ones necessary to advanced the Story as you need certain amounts to jump from one map to the next one.