After the completion of the first level "Follow the LEGO Brick Road", you will find yourself in a place called the Vorton Chamber.
From the portal, head toward the screen and leftward where an elevator will take you upward to many slopes where 15 portals exist to different dimensions. One dimension is called "Mystery Dimension", but this does not count as a hub. I won't spoil why not, but you can see for yourself once you collect 20 gold bricks.
Assuming you only have the starter pack, only three worlds can be explored; Gandalf's, wildstyle's and batman's. Let's go with wildstyle's, as it's closest.
Head completely leftward and start from here. Now, staying on the same level, head away from the screen until you see two portals. The one on the right is for any character from the LEGO movie videogame. We can go through this one. Once you do, you're transported through a wormhole and when you arrive, the achievement will unlock.