Winter Has Come Achievement

To get this achievement, you must first ensure that you have spared the Pigmen souls at the end of Chapter 2. This is required for other achievements and mentioned in the Road Map, so there should be no problem there.

At Joe's Hideaway, you will find one snowglobe each show up in his house during chapters 3, 4, and 5. You can either collect one in each chapter and ensure you carry it forward by placing it in your horse's saddlebag inventory, or just wait until you are playing the Oneirist and grab all three at once. All three have to be in your inventory to unlock it, so if you go for the first option, make sure to transfer the globes from your horse to your own inventory. Also, be wary that these are classified as Junk so you could easily sell them by accident if you are in the habit of dumping all your junk at once at the General Stores.