The Legend of Zelda: Skyward Sword HD has 24 Heart Pieces to be found in total. For every four you collect, you'll increase how much life you have by one Heart.
There are four Heart Pieces in Lanayru Province. Here's where you'll find them.
First Heart Piece - Lanayru Desert
- Location: Lanayru Desert, north-east corner
- Prerequisite: Obtain Bombs.
Using your map for guidance on where safe paths are found, head up to the northeast of the Desert.
You'll notice a part of the cliff with cracks in it, where you can use a bomb to enter a passage. Head down, defeating any enemies, and claim the Heart Piece.
Second Heart Piece - Sandship
- Location: On the Sandship
- Prerequisite: Obtain Clawshot from Lanayru Desert, obtain the Wooden Bow by defeating Screvo.
This also requires you to have unlocked the Sandship, which comes later in the story.
Once there, target the Timeshift Stone at the summit of the main mast. This will send things into the past, and also unlocks the ability to clomb the mast and cross over to the back of the ship.
Find the Clawshot target and drop down, where you'll find a chest containing the Heart Piece.
Third Heart Piece - Lanayru Sand Sea
- Location: Shipyard
- Prerequisite: Complete the Sandship
This one is a bit of a challenge. Once you've completed the Sandship, head back to the Shipyard and the Goron, where a new minigame - Rickety Coaster - is now unlocked.
To get the Heart Piece, you need to complete this minigame on 'Heart-Stopping!' difficulty, in under one minute and five seconds.
Fourth Heart Piece - Lanayru Gorge
- Location: Thunder Dragon, Lanayru Gorge
- Prerequisite: Advance the story far enough to heal the Thunder Dragon.
Having helped the Thunder Dragon, when you return next there'll be a new minigame available.
Boss Rush requires you to defeat exactly four bosses in a row, after which you'll earn the Heart Piece.
Remember to quit the minigame after the fourth, if you go higher you'll have to start again!