First lets get to the right mode.
1. Select "Single Player" on the main menu.
2. Now select "Fight".
3. Finally enter into the "Shadow Lab".
I think those steps are important because they have a new mode called "Shadow Lords" and that's something completely different.
While you don't need to play anyone online to get this first achievement, you will need to be connected to Xbox Live as it will upload data to their servers.
Basically you just need to get through their tutorial and play three test matches.
First match you play a really low level AI that throws out the occasional jab or projectile.
Second AI will do some basic combos.
Third AI will do cross overs and mixups.
This is so the game can get data about what kind of player you are in both offensive/defensive play styles.
After the three matches you will then get to test out your AI by fighting against it.
Then that's it.
For the three matches you can play however you want but I suggest not playing at all and just letting the enemy beat you up. This will help you out in the long run for the harder Shadow Mode related achievements.
The reason for this is explained in detail for these achievements which I'll list below.
This guide is just meant to cover the very first achievement and while easy and may not need a guide I figured with the new mode would help to counteract some confusion that may arise for newer players or even older players just returning.