Here is the full list of all 36 Conan Exiles achievements.
Put an enemy in the Wheel of Pain
Reach level 30
Reach the highlands
Reach level 20
Use a religious altar
Complete the first chapter of the Journey
Create your first building
Reach level 10
Get a Dedicated Weapon
Sleep on a bed or bedroll
Reach level 40
Reach level 50
Reach level 60
Craft an Exceptional or Flawless item
Defeat the Undead Dragon
Defeat the King Beneath
Defeat the Kinscourge
Defeat Hrungnir of the Frost
Defeat the Giant Spider
Defeat the Giant Crocodile
Defeat the Sewer Abomination
Reach the volcano
Fall for 3 seconds without dying
Reach the skies above the Exiled Lands
Kill something by standing on its head