Each realm has at least one secret room which you obviously need to locate. They might be quite difficult to spot especially in some realms but the first realm is good for this achievement. You can spot the destroyable wall by these grey bubbles around the wall and you have to shoot the wall with
to gain access to the secret room. Below is a speedrun by Lulu HQ and at 1:13 they will enter the room with the destroyable wall on the bottom right.
On the map you can identify secret rooms by the checkered background.