This will most likely be the first progression related achievement you will receive. You will get this a few minutes into the game.
When you talk to the person that you are required to talk to, you will be sent out into town to defeat enemies.. do so while also saving stranded NPCs along the way.
Once you are at a large barnlike building fighting enemies, when you are done fighting enemies a cut scene will appear
Once you are in the dungeon you fight your way to the mini boss.
When the mini boss is defeated, another cutwcene will appear with an allie calling you a immortal (saying they thought you died, but do not have a single scratch on you ).. this will then unlock the achievement