From the main menu, in the bottom right portion of the screen, you will see a text box prompting you to play the "Maiden Voyage" by pressing the X button. This is simply a tutorial for those new to the game and covers the basics such as finding chests and ship sailing. Tutorial only takes about 10 minutes to complete and once this is done the achievement is yours! :)
Edit: Apparently if this is your first time starting the game, you will automatically be put into this tutorial before being able to proceed to the public world. Thanks to mrbellek for pointing that out!