On the main menu select the "MULTI PLAYER" menu option.
Press
on any secondary controller to log into another player. NOTE: There is no online support, and no guest player support*, so you need to create another local account.
Start the game, and upon both players dying your achievement will pop.
/Edit
*As mentioned in the comments, you are able to use a guest account if you signed in as one through the system UI while on the dashboard.