For this you need to go to Create A Fighter from the main menu and then choose an empty slot where you are given the chance to enter a name for your fighter, alternatively you can just choose to keep the randomly generated name the game provides you with, which changes when you back out and proceed again.
Once you've confirmed the name you can then alter his appearance, including face, shorts, gloves and tattoos. You can simply just highlight Save Fighter and hit
to accept, and then confirm your changes. Once the Customize Moves screen loads the achievement will unlock.