This is the best done in the first level.
The first checkpoint, that's right in front of you is activated by default.
The other one is after the part where the game teaches you how to gain more speed, if you simply go up that part and stay as far left as you can, then jump over the ledge in front of you, you can easily avoid it.
That's the only checkpoint that can actually be activated in the level, so as long as you don't go over it, put the keystone in the gate and complete the level, the achievement should pop up straight away