Comebacks can be performed after a wrestler takes a certain amount of damage. When this happens, the word "COMEBACK" will appear under your character, the same way a signature would. Comebacks cannot be performed if you have a finisher stored, so do not assign yourself with infinite finishers when going for this.
When you see "COMEBACK" on your screen, press
to charge it up, and press
again to activate. You will enter a mini-game where you have to press a button that's circled, followed by another one (usually just two buttons). Do this successfully and you'll earn a finisher, and the achievement.
Win the match to earn the "Never give up!" achievement along with this.
Of all the superstars that are available by default (not including those you unlock or download), the following have the comeback ability, so pick any one these:
Alberto Del Rio
Big Show
Cesaro
Daniel Bryan
Dean Ambrose
Finn Bálor
Hideo Itami
John Cena
Kofi Kingston
Randy Orton
Sami Zayn
Sheamus
Undertaker
Zack Ryder
Bayley
Becky Lynch