I Saw Black Clouds

In your room, get up but don't turn on the lights to not see the ghost. When visiting the psychologist, deny needing help, the existence of ghosts and the afterlife. In the abandoned building, go left twice. If all done correctly, there will be a man with you in place of the ghost. When prompted to look or stay hidden, choose "look". This will lead to a game over sending you back to the previous choice, do it again to unlock the achievement.

I'm no entirely sure of the exact requirements to have the man in the building. I got it by following the route in the guide for the Tough achievement by Big Batty Dish