At the very start of the game, when you first gain control of Faith, you'll want to WALK (NOT RUN) to the end of the path in front of you. This unlocked for me midway down the stairs at the end.
This achievement is very missable! If you don't do it here at the start of the game, you will have to start a New Game to do it. It also requires a server connection - so make use of The Beat Revival's local server to obtain this.