This one is fairly simple, but you will have to do a few things before actually going for a mentor challenge. Beware for story spoilers for The Journey:
As far as I know, the achievement can only be done while playing the story of Alex Hunter. You can get it as soon as chapter 2. When you get to your first train with Real Madrid, you'll have to chose between two mentor groups, Anton's and Jo's.
After choosing your group, you'll see a list of players that you can select as you mentor for the time. Personally, I went with Gareth Bale in Jo's group. Now you need to improve your chemistry with the chosen mentor by scoring goals assisted by him or assisting for his scores.
Once you get your chemistry high enough it will unlock a mentor challenge, which you can take after the training sessions. The mentor challenge is a Skill Game, where you'll have to score more points than your mentor to win. In my case, a distance shooting contest against Bale. It's rather easy and shouldn't be any trouble to beat the CPU. Once you do that, the achievement is yours.
Hope it helps!