You can get this as soon as you reach the hub. All you have to do is pick one of the already existing custom characters on the lower right corner of the characters select table (hold to bring it up).
NOTE: To reach the area where you can create and edit custom characters (not needed for the achievement) you first need 12 gold bricks to open the gate to the left part of the hub and then 24 to build the barrel rotating mechanism that brings up the bridge that leads to the hut on the other side. There you have to use another barrel to get inside. In there you just need to pull back the curtains to reveal the stairs leading to your goal. Pick any custom character and hit to play as them.