After completion of the second mission (where you enter someone else's brain), you are given the task to find Lilly. While trying to do so you are intercepted by Sasha who has some stern words for you and takes you to the collective unconscious which automatically locks the story achievement:
From here you can unlock
Forget My Keys by simply reentering any of the available brains you've already completed (only two will be available at this point, but more will appear as the game progresses).