This achievement is unlocked after completing what is essentially the tutorial area of the game. It is a virtually back-to-back selection of missions that teach you all of the basics, and introduce you to the story.
The missions you have to complete are as follows:
Outlaws from the West
Enter, Pursued by a Memory (Unlocks "Just A Scratch" achievement)
Old Friends
The Aftermath of Genesis
Who the Hell is Leviticus Cornwall?
Eastward Bound