At the start of the Valley of the Yeti's campaign, you hear a pilot on his radio being attacked. After you attempt to find the Pilot, you're tasked with occupying a Relay Station and putting out a distress signal over the radio (Secret Achievement: Home Sweet Home). The guy on the other end of the radio warns you a storm is inbound, but they will try to rescue you anyway.
Once you have done this - the night will arrive and your search and rescue party... Is actually a hunt and kill party... And you're the target. You've taken their Relay Station, now it's time for you to defend it. Make sure you have suitable weapons for this, a bow and arrow might not be as helpful as an assault rifle and/or a pistol, for example.
Once you have killed all the enemies and completed the "First Night", this achievement will unlock.
This defence of the Relay Station becomes a theme of this DLC. This is the "First Night", this will eventually culminate with the "Fifth Night". It does get tougher, but you'll have more weapons, ammunition and Station Defences to tackle the tougher nights to come. Picking up loot boxes and the weapons nearby is probably the most important part of this DLC, if you wasn't picky with the loot boxes in the main campaign - you might want to start getting into a habit in Valley of the Yeti's. All your equipment needs to be crafted, bigger weapon holsters, ammo bags, syringe packs, Etc...
To get the animal skins to unlock more crafting equipment, you'll find most of the animal pelt in the loot crates. This comes in handy later on. Good lucks and enjoy Valley of the Yeti's!