HUMANKIND

This achievement's title is a bit misleading; you don't actually have to adopt three different State Religions, you just need to switch state religions twice (it can be to something else and back).

Over the course of your natural play, but before you react to the civic that makes you either a secular or state-atheist country in the early modern era, it is likely - especially if you find yourself bordering other nations - that at least some of a different non-state religion's adherents will reside within your borders. If this is true for at least one religion, you should be ok to get this achievement.

Navigate to the religion/civics menu (as I recall, LB + right D-pad); the option to change your state religion will be present on this menu. It will take a few turns in a "Reformation" state (about 4-5 turns for me) before you officially switch to a different state religion. After the Reformation period ends, navigate back to this menu and re-select your original state religion. The achievement should pop immediately upon making this selection.