Any Hero has forged something into an item for the first time.
Blacksmithing skill is not needed for this achievement. Find a blacksmith, show him an item, and hope you have something that can be socketed into that item. You'll find socketable items from enemies, merchants, or even the blacksmith himself. Grey is probably the most common socket, which sockets things like "chunk of lava" which can be bought from blacksmiths commonly.