Immortal Redneck

For this achievement, you are very badly going to need to go into the game settings menu and turn off these two settings:

-Auto Pickup Weapons
-Auto Pickup Scrolls

Otherwise, you are going to accidentally pick up a scroll or weapon at some point. Enemies randomly drop them in addition to their inclusion in chests, so the likelihood of this messing you up with the auto pickup options on is pretty darn high.

This may seem self explanatory, but you also cannot buy any of the perks from the vendor that will let you start with a scroll.

Other than that, it goes without saying that the first pyramid is the easiest place to get this. Even though the bosses will probably kick your butt the first time you see them, I promise they get easier as you level up and gain more health and damage as well as get used to their patterns. You can also use the medallion that lets you start after the Pharaoh boss fight (yes, you heard that right!), which means you'll only have to do the last half of the pyramid instead of the whole thing.