To earn this achievement, "With Great Power...",you must first obtain a level-up and then assign a skill gem.
This can be done in the first level, The Glades. Just keep on fighting monsters until you go from Level 0 to Level 1.A brief dialogue between the three main protagonists will ensue, in which Ahrah (the blade) will explain the purpose behind assigning the skill gems. Once he's done, hit the Back button on your controller, at that point, and it should show your stat screen.
Now, it will ask you to place a gem on any of the available ones, which are attack power, HP, defense, or powering up the Dust Storm. Since this was done on Casual, it was automatic, so I didn't have to worry about it, but on a higher difficulty level, just place the bar at any one of those and then confirm it by pressing A twice (once to place it, once to confirm it). Once that's done, the achievement unlocks for good.
Have fun and good luck!