If you are looking for a guide to unlock this achievement then most likely something went wrong during your playthrough (glitch, etc.) because all that is required is to complete the very first mission of the game. Niko Bellic arrives in Liberty City "off the boat" and you simply have to drive Roman to his apartment over on Mohawk Avenue. Simply follow the directions on the mini map in the top left corner and you will be there in no time. When you arrive you will be shown a few basics about the game, how to save etc., and then the achievement will pop.
This achievement should be unmissable but there have been reports of people somehow missing this achievement. If you did not unlock this automatically just by playing thru the story mode then I would suggest starting a new game and doing the mission again, it should take less than 5 minutes.