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