This is story related and unmissable.
After you've started the game, you'll go through some tutorial sessions that culminate with you capturing a ghost. Shortly after this point you'll get the achievement.
While you are doing the tutorial session, don't forget to get slimed, use the fire pole and get knocked down by crossing the streams for some easy achievements. Also make sure you drink from the water fountain for progress towards that achievement. If you are going for the $3 million in damage achievement, there's only a few thousand dollars worth of stuff to break so you don't need to worry about destroying stuff here.