Although this achievement is listed as a story achievement, it isn't necessarily part of the story until the end of the game. Also, even though most people get this achievement before anything else in the game, I suppose it is possible to skip bonfires entirely up until the end. If you can do that though, you probably won't be looking at solutions.
So, if you're a normal person and aren't cheating or something, this achievement should be the first one you get in the game. You'll start the game and make your character, and you'll find yourself in a cell. Pick up the key off the dead guy in your cell, unlock the door, and wander through the asylum. You can't get lost, so don't worry about direction. It's one path all the way to the bonfire. It'll be a smothered bonfire with a sword sticking out of it, and lighting it pops the achievement.
Praise the sun!