After about a 15-20 min interactive cutscene you will be able to chose the Gender of your character moving forward. The achievement will unlock immediately after.
Story related, can not be missed
*Currently at the games launch the achievement seems to be buggy. You can try to restart the prolouge and select gender again. Seems to be working for some
**Update: seems like more people are getting it unlocked after the most recent update. Hope it popped for everyone that missed it