"Online Story" related. Cannot be missed ;)
Just load the game from the Xbox dashboard.
Make sure you accept and install the update that enables online mode (~59mb)
While you wait for the loading (yeah, I know, very slow), near the spinner (bottom right) you will see an option to press "A" for "Online Mode".
UPDATE: You can also enter Online Mode when you pause the game while in "Story Mode" (offline), selecting the tab "Online"
Press A and wait.
After loading you can customize your character giving details about it.
End up the process by setting a nick name.
When the online game begins you will be arriving at the airport and getting a lift with one of your homies (you will recognize him).
After the lift, you will be outside the car and the achievement will pop.