I found the stage here, at these coordinates (it's tucked away in one of the corners of the map) :
Hop up on the stage and play an instrument from your inventory. The drum kit on the stage doesn't count!! Once you play for the crowd, the achievement will unlock.
*BUT if you don't find the stage at those coordinates, use a helicopter to search the map, as the placement might be randomized. The stage looks like a giant bat and there'll be a crowd of Lego minifigures nearby. Thanks to Killersquirelz for confirming that the coordinates were different for him.