Mass Effect

This is a missable achievement, but can be done fairly early on, so it's not hard to do in the case you do miss your chance. For this achievement, you must find all codex entries for every race in the game. Getting each codex entry involves investigating certain people while talking to them, which will always be the left option in the conversation circle. Several codex entries can be gained in multiple ways, while others you will only have once chance to get, which is why this achievement is missable. To get each codex entry, you must do as follows:

Aliens: Council Races
Asari: Automatically unlocked after first meeting with the Citadel Council about Saren; Talk to Saphyria. She can be found by the embassies, as she is the receptionist. 
Salarian: Automatically unlocked after first meeting with the Citadel Council about Saren. 
Turian: Automatically unlocked after the first conversation in the game with Captain Anderson and Nihlus.

Aliens: Extinct Races
Protheans (Missable Codex): During the first conversation with Captain Anderson and Nihlus, investigate when given the chance, and Protheans should be one of the choices; After becoming a Spectre, you will be forced to talk with Ambassador Udina and Captain Anderson. After Udina leaves, ask Anderson more about Noveria. 
Rachni: On the Citadel Presidium, go to the Avina terminal by the giant Krogan monument. Talk with her, and investigate and ask about the Rachni; On Noveria, you can get the codex from two people. The first is Han Olar, the volus scientist. The other is Yaroslev Tartakovsky, who is the last person you must talk to on Noveria. 

Aliens: Non-Council Races
Batarian: After officially becoming a Spectre, ask Captain Anderson about his previous mission, while in front of the Normandy. You can also ask him about it anytime you return to the Citadel. He will be in Udina's office at the embassies, on the Presidium; if you chose either the Spacer or Colonist for your Pre-Service history, you will gain a personal quest regarding those backgrounds. Either of these quests will also give you the codex for doing them. 
Elcor: At the embassies on the Citadel Presidium, talk to Calyn, and ask him about the Elcor; On the Rift Station in Noveria, talk to Petozi. He'll be one of the only Elcor you see on Noveria, so he's not hard to find. 
Geth: Investigate with Ashley Williams when you first meet her on Eden Prime; Once you get back onto the Normandy after finishing Eden Prime, ask Captain Anderson about it.
Hanar: On the Citadel Emporium on the Presidium, talk to the Hanar merchant named Delan. Ask him about his speech for the codex. On the other side of the Presidium, talk to the Hanar preaching about the Enkindlers.
Keepers: By the elevator on the Presidium that leads up to where the council is, there is an Avina terminal and a Keeper nearby. Ask Avina about the Keepers; Talk to the Salarian named Chorban, and accept his quest. He will be scanning a keeper, right in your path when you go to meet the council, so it's very hard to miss him.
Krogan: Progress through the main story normally. It will unlock when you gain Wrex as a party member. 
Quarian: Progress through the main story normally. It will unlock when you gain Tali as a party member. 
Volus: In the embassies on the Citadel Presidium, in the same office as the Elcor ambassador. Talk to a Volus named Din Korlack and ask him about his race; Talk to the Avina terminal just outside of the embassies, and ask her about the Volus.