This achievement can be one in the first mission. The object is to pick up random items that are laying about which will tell you more about the time period. You simply walk up to the item and press the a button to pick up.
The first 5 in the game are as follows:
1. German spiked helmet - in basic training when you first learn to throw the grenade. pick up the dummy's helmet.
2. Tinder lighter - looks like a wad of string on the ground to the right of the flagpole at the end of basic training.
3. Train whistle - is an orange stick on the ground near the train cab, before the officer who asks for wine.
4. Post card - a tan rectangle on the ground before the band.
5. Writing nib - once you climb on the train, go right instead of left, and it is on the train's roof.
I'm sure you can collect any 5, but these are the first in the game. If anything is unclear, or if I can improve this solution, leave a comment below.