For this achievement, you need to lose a life at Rainbow Cliffs (The game's hub), if you're right at the start of the game, you can go to the fire logs next to the entrance and walk into them to get hit and lose a life, you can also drown in the sea at the bottom of the hub, it takes a little longer but it will still give you the achievement.
If you're playing on Hardcore Mode, you only have 1 life, and if you die, you go all the way back to 0%, so before you do anything in Hardcore Mode, lose the life, this will also grant you the achievement for getting a game over, and once you go back to your Hardcore Mode save, the game will give you all the Rainbow Scales for free, giving you the Rainbow Scales achievement and extending your health bar, which will be super useful for the Hardcore Mode run, especially in bosses.