The All Sails Set achievement goes along with the game of Greedfall.
Can you miss it?
No. You can’t miss the achievement; you obtain it after finishing the prologue of the game.
What’s the easiest way to complete All Sails Set?
After going through the main quest of The Great Departure and defeating the creature, you’ll take your leave on a ship captained by Vasco. Once you set sail and land on Teer Fradee, you’ll get the achievement.