This achievement is for joining the Blue Sentinels. One of the pros to joining this Covenant is that you receive assistance whenever someone invades your game. To join them just continue heading forward after leaving the little hut where the game begins. You'll reach an area called Majula that looks to be at sunset. Head towards the large obelisk near where the sunset is and speak to the man sitting at the base of it. Just keep talking to him and eventually he'll offer to add you to the Covenant. Here is a video if you need other help than text:
As well, here is a google sheet (I did not make it) that can give you a large checklist of everything for Dark Souls 2. If you enjoy the sheet, I would say it is best to download your own copy. Google Sheets is cool but if the author ever decides to delete it, its best to have your own copy. Enjoy and good luck guys!
https://docs.google.com/spreadsheets/d/1hbECOaqekNSI1LcIA0wE...