As stated previously, just play through the introductory portion of the game. It seems you don't actually have to not "fall in battle." I died a couple of times and still got the achievement. After I died, I selected "Resume last saved game."
So don't reset your game just because you died. Continue playing by selecting the "resume" option after dying and you should still pop the achievement.
Here's some great info from Steel Bovine explaining how this works:
"The key here is that if your party wipes, you load from a last save and now technically your hero has not died. If your hero falls in battle but you win the battle, your hero will automatically revive. If you do not load from an old save and complete the battle without your hero dying, you will not unlock this chievo."