This is story related and unmissable. The achievement unlocks when Mors receives disturbing news following a main quest related conversation with Godric Donnerly.
In the chapter, before leaving The Gift and entering Castle Black, there is an optional chapter specific side quest--Treasure Hunt. It is recommended you do this side quest which is available after you meet Robin on the bridge. You can either spy on his family with the dog or go up to the family and, after a scripted event, talk to Cley. If you do either of these two actions, you will learn of two stashes of hidden loot. This initiates the side quest. The stashes are clearly indicated by side quest markers on your map and the quest concludes by finding the second stash--the order in which they are discovered does not matter.
There following achievement can be unlocked before finishing chapter 3:
The Fetch! achievement in Game of Thrones worth 46 pointsUse Mors' dog's sense of smell to find 5 secret objectsThe Fetch achievement can be earned later in the game, but chapter 3--where you learn how to skinchange--is the earliest opportunity to unlock it. You must find five objects that can only be discovered with the Dog's sense of smell. There are seven secret objects in The Gift (counting the two in the Treasure Hunt side quest) and two in the Common Hall in Castle Black--one on the ground floor and one on the first floor.
Once you have accomplished all optional chapter 3 content to your satisfaction, talk first to Jeor Mormont and then to Godric. After concluding your conversation with Godric, you receive some ill tidings that ends the chapter and unlocks the achievement.