The easiest way to go about this is to find Aventus Aretino in Windhelm. Continue to follow his directions then turn the quest back into him. After that, you will need to fall asleep (in a bed) and you will wake up in a shack then just continue with those quests until the achievement unlocks.
If sleeping right away doesn't work you may need to fast travel somewhere else like Whterun or Riverwood and sleep there