For this achievement you have to fight the bear like creature you see in the dream world. This has to be done before you get the Dark Moon Trigon, as in the process of obtaining the Trigon you destroy the tree the fight is located in.
When you access the dream world when it is not a Full or New moon, you will see a bear type creature. On your second or later visit, you can follow him to the shore. If you go to the coastline, you will get a message on screen that says 'Believe'. Just keep going right into the water and you will pass over to the next area. Continue following him and he will lead you inside a tree and start a battle. This battle is nearly identical to the shadow creature from the start of the game. Once defeated you can kill him or spare him. After you get the key from him, the achievement will pop the next time you quit to the title screen.