Ski's are unlocked by levelling up by completing blue slope and black slope challenges or taking part in multiplayer events.
This video shows me picking this up at 21:47 and includes all 45 achievements if you need help with any of them.
Achievements List
0:00 – Intro & Tutorial Trail
0:42 – Unstoppable Achievement & Training Day Achievement
2:37 – Start of Just Trailing Achievement (Finish all Tannenstein Blue Slope Challenges)
3:28 – Tannenstein Slope 1 – Blue Challenges & It’s all Downhill from here Achievement
5:36 - Tannenstein Slope 2 – Blue Challenges
7:53 - Tannenstein Slope 3 – Blue Challenges & Ramming Through Achievement
10:41 – Tannenstein Slope 4 – Blue Challenges & The Monte is Calling Achievement
13:53 – Start of Off the Beaten Trails Achievement (Finish all Monte Guanaco Blue Slope Challenges)
14:13 – Monte Guanaco Slope 1 – Blue Challenges
17:02 – Monte Guanaco Slope 2 – Blue Challenges
19:37 – Monte Guanaco Slope 3 – Blue Challenges
21:47 – Monte Guanaco Slope 4 – Blue Challenges & Riding High Achievement & Snake Charmer Achievement
25:24 – Start of Fast and Freezing Achievement (Finish all Sierra Gelida Blue Slope Challenges)
25:44 – Sierra Gelida Slope 1 – Blue Challenges
28:04 – Sierra Gelida Slope 2 – Blue Challenges
31:53 – Sierra Gelida Slope 3 – Blue Challenges
34:42 – Sierra Gelida Slope 4 – Blue Challenges (Fast and Freezing Achievement end)
37:53 – Start of Born to Ride Achievement (Finish all Tannenstein Black Slope Challenges)
38:13 – Tannenstein Slope 1 – Black Challenges & Boooh! Achievement & RUN, Cheetah Run!! Achievement
40:31 – Tannenstein Slope 2 – Black Challenges
43:11 – Tannenstein Slope 3 – Black Challenges
45:52 – Tannenstein Slope 4 – Black Challenges (Born to Ride Achievement End)
49:10 – Start of Offroad King Achievement (Finish all Monte Guanaco Black Slope Challenges)
49:30 – Monte Guanaco Slope 1 – Black Challenges
52:02 – Monte Guanaco Slope 2 – Black Challenges & Free Like a Bird Achievement
54:40 – Monte Guanaco Slope 3 – Black Challenges
57:07 – Monte Guanaco Slope 4 – Black Challenges (End of Offroad King Achievement)
1:00:16 – Start of Master of the Snowy Mountains Achievement (Finish all Sierra Gelida Black Slope Challenges)
1:00:36 – Sierra Gelida Slope 1 – Black Challenges
1:03:10 – Sierra Gelida Slope 2 – Black Challenges
1:06:38 – Sierra Gelida Slope 3 – Black Challenges
1:11:27 – Sierra Gelida Slope 4 – Black Challenges (End of Master of the Snowy Mountains Achievement)
1:15:12 – Perfect Ride Achievement
1:17:28 – No Brakes, High Stakes Achievement
1:19:46 – Sdrawkcab Achievement
1:20:55 – Smash ‘n’ Grab Achievement
1:21:35 – Holding On Achievement & Jump to Safety Achievement
1:22:17 – Have a Save Flip Achievement & Flip Like a Switch Achievement
1:23:12 – Spin the Rider Achievement
1:23:56 – You Spin My Head Right Round Achievement
1:24:18 – Flippin’ Awesome Achievement
1:24:47 – Mix it Up Achievement
1:25:16 – Master Trickster Achievement
1:26:18 – Free Fallin Achievement
1:26:57 – Like Having Wings Achievement & Master of the Element Achievement
1:28:24 – Ghost Buster Achievement
1:31:13 – Under the Pines Achievement & Peace and Quiet Achievement
1:34:48 – Path to Paradise Achievement
1:37:46 – Lonely Places Achievement
1:41:15 – The Journey is the Destination Achievement
1:41:43 – To the Races Achievement
1:42:15 – Watch me Ride Achievement
1:42:45 – Race like you mean it Achievement
1:43:19 – Badge of Honor Achievement
1:43:58 – With a Little Help from my Friends Achievement
1:44:54 – Teamwork Makes the Dream Work Achievement
1:47:22 – We are the Champions Achievement