After fighting through the Sea of Corpses and unlocking the “Warrior” Achievement, there will be a brief cutscene. Soon after you will begin your journey into the Helheim. As you take control of Senua, follow the rocky path up towards the mountain. You will pass numerous broken ships and eventually you will see a dock looking structure. Find the ladder, climb up and you will follow a path toward a rock stairway. Follow this path to two doors. Enter both doors and the Achievement will unlock as you enter Helheim.