Fun fact: Horizon Zero Dawn uses the Decima Engine, which will also power Hideo Kojima's future mindscrew, Death Stranding. Horizon gives a little nod to this partnership in-game, and it's easy to miss given all the robot dinosaurs out and about.
Arekkz Gaming walks us through the easter egg in the video below:
Basically, there are a few "Stranded" items you can collect which bear the Kojima Productions logo:
Each object references something from the Death Stranding trailers, like that one Guillermo del Toro doll:
If you trade in all the items to a specific merchant, he'll reward you with some free goodies, including, bizarrely, some warm socks. Nothing major, but it's neat to see. I'm just going to assume the socks are a weird Mads Mikkelsen reference that nobody but Kojima will understand.