Kofuns are mini-dungeons in Shadows. Most likely, the first one you will encounter will be Old Kofun, which is directly south of Osaka and directly east of Sakai in the starting area. It's technically not a linear path because there also some side passages (plus underwater sections).
Once you open the chest at the end, you will unlock the achievement. Also, since the last part before the chest is a double grapple hook, you will automatically get
by completing this one.