This achievement requires that you play with all characters, which is the "person" that is playing the class. It's the box above the class in the character creation menu.
Mr. John
Nerd
Pizza Guy
Jock
Woofie
Little Brother
Rocker
Paris
E.T.
Hipster
Flowers
Grandma
Ms. Goldberry
Hynx
Special Guest
Ronaldo
Betu
Gui
Hugo
Saulo
The last 5 unlock via the story. I believe the rest were available from the start. The best way to get this achievement is to keep doing a new game, making 2 of the players, and then doing another new game.