This achievement is linked to the secret boss that you access via the graveyard puzzle.
To unlock the boss you need to find the 3x3 grid of gravestones and interact with 3 of them in a particular order. The order is random for everyone. The key to solving the puzzle is in the dialogue you have with the climbers on the podium.
Start by talking to 1st place and look for a directional keyword such as "left/right/up/down", then repeat with 2nd place and 3rd place. For example, a dialogue you can get with 1st place is "I'm the winner and all is right with the world." "right" being the direction.
What this gives you is a set of directions.
Head back to the graveyard and use the middle gravestone as the starting point. From middle gravestone interact with the gravestone in the direction you read from the 1st place dialogue. A blue ghost will appear (whether it's the right order or not). Then move back to the middle. Rinse and repeat with the 2nd place dialogue, and finally the 3rd, moving back to the middle each time.
If done in the right order, the middle gravestone will light up blue and you will be able to interact with it and battle the secret boss. Once you beat the boss you will unlock the achievement.
Here's a tutorial someone made on Reddit
https://www.reddit.com/r/Cuphead/comments/137locl/graveyard_...