Here's a link to a guide I made. It has a full story walkthrough and the details for all collectible locations.
http://www.gamefaqs.com/xbox360/722935-the-lego-movie-videog...For this achievement, you need to collect all the Golden Instruction Pages. After completing story mode, make sure you have all the characters and abilities available, and follow the Free Play section of the guide to get all the pages.