In the initial maze (the one the game starts in), all puzzles are completable without leaving the puzzle "room" itself. You know you've left a room when your character says a new set of snowman names, you cross a brown patch of dirt in a hole in the hedges, and you can no longer undo specific actions from the room you just left.
When you complete a room without leaving it, a butterfly will spawn under the snowman's hat. In some cases rooms are much easier if you're able to leave and walk through adjacent rooms to be able to push a snowball from a new angle, but every room is possible do complete without doing so. Once you have, you'll get this achievement.
Checking the plinth with the wreath on top of it (in the room with the second telescope) will show you what percentage of butterflies you've found. Each room is ~3-4%, so you can estimate how many you're missing by checking. You can also walk through specific rooms to see if there's a colored butterfly sitting in one of the hedges making up the walls of the room. You can walk next to the butterfly to force it to fly around. If it flies around the room you're in for a few seconds, then you know you've completed that room (there are a few spots where you can trigger another room's butterfly - it will fly around that other room instead).