The option to choose the Arena is found under “Start New Game.”
You can die as many times as you like on the way to earning this achievement. You can also lower the difficulty to Easy. However, you cannot save, so you have to do it in one sitting.
Make sure you use Quen regularly, keep moving so as not to get swarmed, and take advantage of parry and riposte opportunities.
Note: Despite the fact that you can earn up to 35 talent points and 10K Orens in the arena, they do not contribute to the Guru or Miser achievements.