This achievement is quite straight forward, requiring you to equip Mjolnir/Thor's Hammer to a custom character.
So first head to S.H.I.E.L.D. Helicarrier and drop down and head right to the Medical room/area.
Here enter any of the two character creator bays. Select one of the custom character slots and create any assortment of pieces you like but the most important thing for this achievement is selecting
Thor's Hammer in the weapon selection screen. Save and exit the bay and then make sure to select your new character in the character selection. The achievement should pop straight away.
Video guide if you prefer: