Challenges can be seen by pressing
and scrolling tabs with
Complete any one of these challenges. If, like me, you play these games grabbing all things that are shiny, you'll get this before leaving the first tomb as there is a challenge for collecting 5 cat jars
Achievements popped for me at the end of the fist section, along with the first story-related achievement. Based on this I assume you must finish the level/section for it to be "locked in" as complete