First achievement you'll get when you jump into single player. Either import your old save file from Mass Effect 1 and 2 or create a new character. The key thing that you need to do is customize your character in some way. If you do not want to make changes for your character for single player just create a multiplayer character and it should pop. Watch some cool cutscenes then the achievement is yours. Get ready for an epic journey.
Also if you wanna jump into Multiplayer first you can create a character from the 6 choices listed.
*Edit: KP ScuzzyBunny