To unlock the Caught the Scent achievement in The Medium, you'll need to interact with a specific phone in a certain way in order to listen in on the voices of the departed.
This is unlocked shortly into the game, after making your way through the forest to find the huge Niwa complex. As you approach, you'll notice that there are three sets of stairs that lead up to the main entrance. Since a key item required to enter is found over on the left side of the area, you might be tempted to just head up the nearest steps and press on. Instead, make your way to the front of the building and you'll spot a public phone nestled between the middle and right staircases. Get closer and you'll even notice it's ringing — this is technically supposed to be your introduction to using Marianne's Insight ability to unlock Echoes, although as mentioned above, it's certainly missable, just like many of The Medium's other achievements.
When you interact with the phone, you're able to rotate and examine the handset just as you can with other interactive items. However, when an item has an Echo linked to it (as this phone does), you'll notice a couple of things. First, you'll usually hear whispers (which are a little harder than usual to pick out here due to the phone ringing), but even more obviously, you'll notice a button prompt on the bottom left of the screen to use LB to activate Insight. This prompt will only appear when an object or scene has an Echo, so keep your eye out for it while investigating.
To find the Echo, hold down LB to activate Insight, and slowly rotate and examine the receiver until you find a patch that's glowing. Once you've located it, the trick is to slowly manipulate the object until the glow is at its brightest and largest, then hold it steady for a second or two until the Echo activates. In this case, you should start hearing an unknown male voice — this is the Echo. Doing this will unlock both the Caught the Scent achievement and the Left Behind achievement (earned for simply finding
any Echo, rather than just this specific one), as this is the first instance of an Echo in the game. Gotta love a two-for-one deal!