You're on a boat!
I bet you never thought you'd be here.
I did it during the mission "I've Got A Sinking Feeling..." and "Wanted: Fresh Fish". Missions provided by Scooter and the Bounty Board at New Haven respectively, and become available after completing "Jaynistown: Getting What's Coming To You".
Both missions ask you to go to Treacher's Landing. For the achievement, you'll want to go southeast. On the map, you can see a small dock on the southeast side of the map. That's were you'll want to head.
Once at the small dock, all you have to do is jump onto the boat, and the achievement should pop up.
There is an easter egg "Fun with Barrels" but is not required to unlock "You're on a boat!".