Directly in front of you when you spawn, you will see a tower with a spiral staircase. Go up the staircase and enter the black door at the very top. Once inside, go forward, through the doors, and jump on the throne in order to transform and gain this achievement.
Once you are the Queen of Goat Ville, go to the sacrifical circle in the corner of the map, and spawn 4 goats in the circle. Go and lick a human and bring them into the circle as well. With 5 total items in the circle, a ritual will begin, changing you into the Devil Goat, unlocking the following achievement: