The earliest you can earn this is on the 13th different stage. Different meaning Level 1 or Level 1 (Hard Mode) would be two different stages in which you can free 4 Teensies each.
You free Teensies by collecting Lums in the various stages. There are a maximum of 4 in each level and they are freed based on your Lums count in a single run. You do not need to collect every single Lum for all 4, but you will need to collect most of them so try not to miss any.
If you are a completionist like me, you will have this unlocked when you finish the 13th stage.