This is practically unmissable. Once you have left your tent at the start of the game, head forward until you see a circle of snow/ice pillars with what looks to be like a crater in the ground. In the middle of this, is a large rock with a book on top. Just pick it up and your achievement will unlock along with a cut scene.
Fenom and Enter Gamertag have confirmed that it is at the start of Act 2. You need to leave the train station and find your tent before you can get this achievement. You will need to navigate a blizzard to find your tent first.