Here is the full list of all 20 Lost Knight achievements.
Put the helmet on
Get through the whole way up to the end in 1-Player mode
Get through the whole way up to the end in 2-Player mode
Find a secret room
Find all secret rooms
Bump into walls 20 times in one fall
Fly more than 100 meters down in one fall
Get out from the dungeon
Get into the castle
Become a coin and jump into the well
Put every single helmet on
Be with your first helmet till the end
Choose wrong way
Fall from a great height
Listen to each skeleton's story
Break a pebble
Break 50 pebbles in total
Jumps in total 1000 times
Get wet by stepping in water
Find a key and rescue the prisoner