Arenas are simply enclosed matches against a set number of enemies, challenges which you'll find all throughout the game. Simply dodge the attacks and dispatch the threats without taking damage to nab this achievement. You'll want to do this early in the game against weaker, less threatening creatures, but this should come naturally as you play through the game. If you've already beaten the game, the first room in Caverna del Pollo pits Juan against four basic skeletons who won't pose any trouble. The nearby save point and ability to replay this arena make it a good spot to grab the achievement.