For this achievement, you have to collect secret pieces throughout the entire game by doing 6 other achievements. The achievements required are:
Ground of Applause in Chapter 2
Not so Sharp achievement in Chapter 5
Cawtet achievement in Chapter 6
Stirring Things Up achievement in Chapter 7
Strange Catch achievement in Chapter 8
Frosty Friend in Chapter 9
If you have all 6 pieces then, after you beat the game, a secret option will appear under "Play". Select it and the achievement will pop after a little bit.