This is a story related achievement that cannot be missed.
This'll be the first achievement you get. I'll be as vague as possible, because it's hard not to spoil while explaining a story related achievement.
The first level, after selecting your file slot, will have a series of cutscene lore dumps, and how to control the Harbinger. You'll get this achievement after defeating the Emperor's Guard after being mistaken for a murder you didn't commit. When the cutscene with the Witch plays explaining whom Voden is, that's when it'll pop.