Story-related achievement; cannot be missed.
*** Spoiler - click to reveal ***After your 'warm welcome' at the raffle, you'll enter into the first fight of the game and learn the basics of combat and abilities. You'll eventually go through the Blue Ribbon restaurant, the Fraternal Order of Ravens and the Memorial Gardens Gateway, after which you will meet Comstock for the first time.
Leave the ship once it starts burning and you'll end up in front of the door leading to Monument Island and your next achievement.