This is a simple achievement if you don't have it already.
You will want to go to the garage from the main menu, click on customize performance parts, and choose whatever character you want to change. I picked Rouge for mine. If you have different parts available for the character just pick one of those options and save the changes and after that, the achievement will pop.
I havent tested if changing the horn or paint job will give you the achievement as well but it doesn't hurt to try that as well.
Hope this helps