All stars mode is a new mode in Just Dance 2020, it's the 3rd option on the main menu. It's a psuedo-story mode where you play through a number of songs from prior Just Dance games.
This achievement simply requires you to complete the mode. Doesn't matter how well you do, just need to finish all the songs in the mode. I believe there's around 10 of them, and you do *not* have to do it all in one session (I split it up over two days).