Many of the achievements you earn just by playing through the story, while others are earned in specific scenarios.
There are two achievements that can be considered missable you need to look out for in Episode 1. To unlock "World's Best Dad" you need to choose the correct dialog choices. To unlock "Life finds a way" you need to make sure you don't die during the entire episode. If you do you can reload your last checkpoint, and that will erase your death.
I will also alert you when an optional achievement comes up. If you miss one of those, you can just reload a scenario. and go for the achievement that way.
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