BELOW

In order to obtain this achievement, you are required to collect all 20 light fragments within the game and deliver them to the center room on level 16. After doing so, this will activate the end cut-scene and your achievement will pop. Below is an image along with fragment locations in which you can use for reference and will help establish which fragments you may or may not be missing. Please note that some fragments are randomly placed, therfore I am unable to give exact locations of rooms they can be obtained in. (There are 2 fragments that are obtained within Dark Tech zones. These are indicated with the floor number, followed by a 'T' on the image above).

Light Fragment #1: Floor 2 – On the northern shores, on the upper-right side, along the rock wall.
Light Fragment #2: Floor 2/3 – Right when you enter the Hideout / Pocket. Can’t be missed.
Light Fragment #3: Floor 3 – Unlock the vendor’s cave for 200 light crystals. The fragment is found inside.
Light Fragment #4: Floor 3 – Found in the shortcut cavern that leads to Floor 4.
Light Fragment #5: Floor 3 – Found in a random sub-room.
Light Fragment #6: Floor 4T – Find the entrance to the Dark Tech zone, located within the center of Floor 4. It leads to a light fragment.
Light Fragment #7: Floor 4 – Found in a random sub-room.
Light Fragment #8: Floor 6 – In the lower city area, on a platform.
Light Fragment #9: Floor 7 – Blast through a rock barrier with a bomb.
Light Fragment #10: Floor 8 – In the lowest area of the city, near where the enemies are praying.
Light Fragment #11: Floor 9 – Found in a random sub-room.
Light Fragment #12: Floor 15 – Found in the ice-y area in the center of the map. Can’t be missed.
Light Fragment #13: Floor 15 – Blast through a rock barrier with a bomb.
Light Fragment #14, #15, #16: Floor 16 – 3 Fragments can be found in random sub-rooms.
Light Fragment #17: Floor 17 – Blast through a rock barrier with a bomb.
Light Fragment #18: Floor 18 – Found in a random sub-room.
Light Fragment #19: Floor 20T – Found in the Dark Tech area. Similar to the Floor 4 shortcut. Found in the center.
Light Fragment #20: Floor 20 – At the bottom part of the floor, swim down until there is a flash of light. When you reappear on the surface near the boat, look for a crater with the final Light Fragment piece.

TIP: It is worth noting that for fragments #6 and #19, you will have to go through a series of levels and defeat a boss for each in order to obtain the corresponding fragment.