In the Chapter: Into The Heliotromms, the snowman can be found down the hill after your first jam
session. Simply, play your guitar in front of the snowman to make him dance.
See the video below for all non-story related achievements.
Timestamps:
0:00 - Light It Up Achievement (Chapter: Tuning Into A New Dimension)
2:32 - Stage Fright Achievement (Chapter: Into The Heliotromms)
3:08 - Snowman Achievement (Chapter: Into The Heliotromms)3:33 - How'd You Get Up There Achievement (Chapter: Glimmerdimm Beach)
4:05 - New Threads Achievement (Chapter: Frida's Closet)