Items are found via the Blacksmith on the map. When you find a Blacksmith, use an action point to view its contents. You will get to choose between 5 different items (Helmet, Sword, Charm, Ring, etc.) of varying blood costs. At each Blacksmith, you only get to buy 1 item. Buy each different type of item and equip them all to get this achievement.
I had a helmet, armor, sword, and 2 rings equipped when this achievement popped.