This is the 1st achievement in the game you will have an opportunity to get. It is for dying in the opening tutorial area. As soon as the game starts press A to dash off the cliff to the right a few times until you die.
It is not really missable as you will be able to return to the area later in the game. Or you could simply start a new save slot and get it that way.
Obviously this will void the One Shot achievement for that play through.