In Devil May Cry 5 there are two types of orbs you can collect, these are Red and Gold. Red Orbs are used to upgrade characters and you will have no problem finding them as they are generously scattered throught the game.
Gold Orbs however are more difficult to come by and are just as useful as Red Orbs as they allow you to revive with full health and Devil Trigger if you're killed. Gold Orbs will need some exploration to find, they tend to be hidden away in little corners or alternate paths throughout the game.
Gold Orbs can be purchased at any time from Nico's shop. Be warned though that they are expensive. One Gold Orb will cost you 6,000 Red Orbs so try to complete each mission with high Style Points so you are rewarded as many Red Orbs as possible. Basically, if you play with finesse you will have plenty of Red Orbs to purchase gold ones with.
Another way to get Gold orbs is through Link Missions. Link Missions are essentially missions that connect you with other players who are playing through different parts of the game that take place at the same time. When you encounter other players in a Link Mission you can rate them as Stylish, and once you’ve rated enough players you will get a Gold Orb in return. The game isn’t specific about what that number is, you just need to keep rating them until you eventually get your reward.
Remember also that you will be given a Gold orb as a login bonus for each day you have played.
Check out our How to get Red Orbs Fast page so you can upgrade your character quicker.