Kao the Kangaroo

While this achievement isn't technically story related, it might as well be. 

The Kaopedia entries come in the form of scrolls that you'll come across in the hubs and the levels. However, you do NOT need to collect the ones shown on the pause screen in each level and hub. The only scrolls required for this achievement are the ones about enemies, and those scrolls are received automatically for defeating the associated enemies. Assuming you defeat all enemies you come across and don't just run past them, you'll unlock this achievement with natural progression as you play through the first level of the final area. My experience is that it always seemed to be the second enemy of that type to drop the scroll, rather than the first one.