This is more of a mid-late game achievement.
You need to sleep in a bearskin roll with the listed clothing in the achievement description.
You need in total:
5x Cloth
16x Cured gut
4x Cured Wolf pelt
2x Cured Bear hide*
2x Cured Deer hide
4x Cured Rabbit hide
It will take a total of 60 in game hours to craft all the items using a hunting knife and sewing kit respectively
*it is possible to find a Bearskin roll on any difficulty aside from interloper, requiring less total materials.