Hologames
A collectible unique to The Force Awakens Play Set, these blue tokens will unlock special games you can play on the Hologame Machines that you can find on Jakku and Takodana. The hologame unlocks on Jakku in the mission "Game for Adventure" and has a free hologame "X-Wing Squadron - Space Skirmish" unlocked already for you, to be able to play extras pick up the tokens you can find throughout the Play Set.
Jakku
The surface of Jakku houses the first two:
X-Wing Squadron - Asteroid Encounter
Shoot a target next to a door near Rey's AT-AT and climb a fixable ledge.
TIE Pilot - Deep Space Assault
Underneath the Salvage House. Near Yoda's coin.
Space Above Jakku
While the moon holds another:
TIE Pilot - Asteroid Attack
Between two red pipes on the moon.
Han's Freighter
Replay the "A Crate Place to Hide" mission if you missed this one.
X-Wing Squadron - Star Destroyer Salvo / Campaign
In the corridor you smash down into during the "A Crate Place to Hide" mission.
Takodana
The surface of Takodana has two more.
TIE Pilot - Barrage on the Rebellion
On top of the front walls of the castle.
X-Wing Squadron - Death Star Gambit
On an island to the right side of the lake, up a fixable ledge.
Starkiller Base
And you can find the last one at the very start of the mission "Shield Shock".
TIE Pilot - Rebel Base Annihilation
On ledge in front of the launch pads.