This is probably the first achivement you will get. Right from the start of the game walk over to your left into the dark area. You will notice a white egg right there. This is the first collectible of the game. Just walk over it and you will get the achievement.
Just to make things clearer you can use this video right here:
This video is not mine. Credit goes to airmill 123
Hope this helps you guys :-)
Any improvements? Let me know in the comments