There are 11 Stag Stations in the game. These stations are the part of the Stagway fast travel system and allow you to quickly move around the world. After finding 10 stations, the Lost Stag remembers where the Stag Nest station is and can then take you there.
Most stations require paying geo at a toll machine to unlock but some only require flipping a switch. Once activated, you can ring a bell to summon the Last Stag who can bring you to any other active Stag Station.
Stag Stations can be found in the following areas:
Queen's Station (in Fungal Wastes)
City Storerooms (in City of Tears)
King's Station (in City of Tears)
Distant Village (in Deepnest)
Palace Grounds (in Ancient Basin, referred to as "Hidden Station")
You can use this fully interactive map
to see the exact location of each station. Uncheck everything except "bench and transport" in the control panel.
Once you unlock these 10 Stag Stations, the Stag Nest station will become available in Howling Cliffs. Travel there to unlock this achievement.