During the news headlines in the lockdown episode (the Snugglef*****? headline) you'll be presented with two versions of the Mr Snugglehugs toy. In order to get this achievement, select the creepier version of the two, the one on the right, which has an eye in its hand.
From then on, pay close attention to the headlines, and select the images that have a grey-black tone to them. Follow this color during the headlines, and you'll experience the "macabre" side of the episode. The achievement should unlock when you finish it.