This achievement is story-related and cannot be missed.
*** Spoiler - click to reveal ***After Clementine fights off the scavengers and zombies, and falls into the raging river, you will earn the "River Runs Cold" achievement. She washes upon shore. Walk along the beach and grab the ledge to your right to climb up. If you would like, you can gaze at a fallen tree and a couple of other objects in the area. You will eventually walk down an ominous path through the forest. The path leads you to the campsite and the achievement "Shelter".