Optional conversations are very easy to miss as they can sometimes occur when you are climbing or up in an area where you do not see the speech bubble icon. The best way to know that there is a conversation option is when a person is talking you and they ask a question or something that requires Nate to respond. If Nate doesn't respond then you know that this is an optional conversation. In order to trigger this you will need to make your way to the person who was talking and press Triangle to trigger the conversation. As i said above, it can be a bit annoying to get this when you are in a position where you can't make it back to the person to talk to them. To make this a bit easier there is a guide for each of the chapters that will show you where all of the optional conversations are.
Listen to all optional conversations in game