Story related, cannot be missed.
You will nab this achievement shortly after getting "The Court of Bones" if you stay on the main quest line.
Once you return the Death Lords to the King, he will grant you entrance to the City of the Dead. He will also transport you there. Upon arrival, the Chancellor arrives and speaks to you. When you get a dialog option with him, select it and after he says a few more things you will gain the ability to split your soul into two halves and this achievement.