Here is my 100% Achievement guide for The Great Perhaps.
Very early on in the game, you will ride a mine cart and end up on an underground train track.
You have to make sure to be in the past for this (You can tell as it is nice whereas the future looks broken and dreary).
In the past, just keep running along the track until the train hits you.
Achievement unlocked
Go to 5:45 to see where and how this unlocks.
Hope this helps!