This achievement is story-related and cannot be missed.
As the achievement description says, you will unlock this after entering the nursery. The nursery is located in one of the later areas of the game, called "Baconfield"
If you have troubles finding the location refer to the 2 videos below.
The videos refer to the WiiU version.However, the areas are the same in both versions.
(Video credit: Billion-Bit Gaming)
Hope this helps you guys :-)
Any improvements? Please let me know in the comments below