This achievement is story-related and can't be missed. It will unlock once you complete the prologue area.
Edit: Looks like the day one patch may have created a bug for this achievement, as it unlocked without any issues during the 10-hour early trial (played before official release).
Edit 2: As seen in comments below, it looks like this achievement (and others) are at least partially bugged. I earned this during the early trial period without any issues, playing on Normal using a custom character.
Jan 0 commented on another solution I submitted with a possible work-around:
It popped for me when I reloaded an autosave at the beginning of nexus and played to that part again in 5 min. you should have this auto-save as well. good luck!
BarryWhite85 also commented with another possible work-around:
I found that this doesn't unlock along with a few other achievements if you don't allow your game to connect to EA servers before you click Resume / Load etc. Mine didn't connect on one gaming session and I missed about 2-3 achievements along with acquiring no further action on the hardball / terminator etc even though I had killed loads. So I will have to do them achievements when I do the Insanity Playthrough