This achievement is for upgrading all of your weapons and abilities. You can upgrade your abilities after each level with the points you receive by holding
when the cursor is over the empty upgrade slot. You will most likely get this achievement before you complete the final level.
I would recommend upgrading melee whenever you unlock an upgrade slot for it. After melee has been maxed out it is up to you to decide what you would want to upgrade.
If you are struggling with staying alive then upgrade your health. If you find that it is taking too long to kill enemies then upgrade your weapons. If you use turbo often and run out of it too quickly then upgrade your turbo.
Overall, this achievement should be almost unmissable. The only possible reason for not unlocking this during your first playthrough would be because you are absolutely horrible at this game.
If you give me negative feedback please state why so I can improve on my future solutions.