If you're just going through the game for achievements, you'll want to set the difficulty to lowest possible setting: once you're in the game, press
, go to "options", the "gameplay" and slide the difficulty slider all the way to the left. This will make combat in the game very straightforward.
You start the game in a jail cell and the first segment game involves your escape from the Imperial Prison. This is a very linear area and serves as a tutorial for the game’s basic controls and as an introduction to the main storyline. Once you have your final conversation with Emperor Uriel Septim and he gives you the Amulet of Kings, you’ll exit into the sewers, which leads you directly outside. You’ll get one final chance to adjust your attributes before you exit. Once the loading screen clears and you’re outside, the achievement will unlock.