Hello,
I played for about 20 hours and got some achievements like Dead Calm that don't appear on my game profile, but in the game itself alert me that I got it.
Why is this happening? It's a bug? Should I start a new game?

Just a guess: did you play from inside GOG Galaxy? IIRC, Bloodstained: Ritual of the Night would only track achievements in my profile while I started it from inside Galaxy. I wouldn't be surprised if it's the same for Prey.

I'm experiencing problems with achievements as well, see this topic - https://www.gog.com/forum/prey/unable_to_acquire_reduce_reuse_recycle_achievement

Answering your question - yes, indeed I'm launching Prey from GOG Galaxy, I even tried to restart GOG Galaxy - that didn't solved the issue.

Got issues with this as well. They sometimes trigger, but most of the time not.

I don't get any achievements. Starting from Galaxy. Tried several easier to get ones, nothing.

Same here. So far I've missed 2 achievements, one was story related (meet January for the first time) and the other was optional (find Dr. Calvino's secret stash) and who knows how many other I've missed. Also, in the last 2 days the could saves fail to sync every time I exit the game