This achievement is for unlocking Lu Bu.
Lu Bu is technically unlocked by beating the game with Liu Bei (of Shu), Cao Cao (of Wei), Sun Jian (of Wu), and Diao Chan (other).
This will take even longer than it sounds because you first need to unlock each of these characters.
To unlock Liu Bei: Complete the Musou mode of 3 Shu characters
To unlock Cao Cao: Complete the Musou mode of 3 Wei characters
To unlock Sun Jian: Complete the Musou mode of 3 Wu characters
To unlock Diao Chan: Complete Musou mode with 1 character each from Shu, Wei, and Wu (this will be done along the way to unlocking the other 3)
So, you will need to beat at least 13 Musou modes to unlock him.