This is a story-related achievement that can't be missed, and will be your first achievement in the game.
You control a spy throughout the prologue, and you'll go through an in-game tutorial. This achievement will pop after this section of the game is done (a cutscene will play before you get to the boat with Cliff, Linda and Devin, and you'll get the achievement sometime during the cutscene). It took me about 10-15 minutes to complete.