This achievement is earned by getting the "true ending," which completes Chapter 4/the game.
After beating Injustice the first time, subsequent playthroughs will have 3 Righteous Souls for you to find and Unburden. They function like normal Lost Souls: talk to them, accept the Burden, and kill 6 enemies to remove the Burden. The Marshal (your character) will make a comment when you are near them.
At the beginning and exits of every area, you will see stakes with skulls on them. Interacting with them will tell you if you are on the right path, if one is in the current area, or if you have missed one and no more will spawn. The Marshal will also say a voice line at the beginning and end of each area corresponding to your progress. It is possible for them to spawn in any area, including those only accessible by Runes.
If you Unburden all 3, the final boss area will be lit up blue instead of green. You must destroy all 3 towers around the arena before killing the boss. When each tower falls, it will block part of the map, making it harder to dodge the boss. I recommend getting him weak first, then going around and destroying all the towers. After all 3 are destroyed, kill the boss, and watch the ending cutscene.
Congrats, you have completed the game!