[Edit: It seems that the game was patched to unlock the achievement as soon as you change the theme now. The below only applies if you haven't updated the game since launch. Thanks everyone!]
This is very easy, but the description is not very specific. It's not enough to swtich themes in the main menu -- you have to start a new game using a theme, exit to the main menu, switch to a new theme, and then resume the game. As soon as you re-enter the game and see the tiles, the achievement will pop.