Shredders

This can be done during the first mission in the Mountain Pass area, called Side Hits Euphoria. It can be replayed from the map.

Simply follow Arthur and you will see the five pink letters floating over some ramps and rails along the path. If you fail to pick a letter, hold to rewind a few seconds, or press then 'Restart' and try again from the beginning.

When jumping from ramps release mid-ramp to do a proper jump, if you wait too much to release you won't get high enough to catch the letters.

If you picked the SHRED letters the achievement will pop once the mission ends and you go back to the map.

Here's my achievement guide for a bunch of easy miscellaneous achievements, including this one.
This can be done not too far along, at the Side Hits Euphoria level.

1. Follow the snowboarder down the hill.
2. There will be an S on the first jump. Hold and release RT to jump off the jump and touch the S.
3. Feel free to crash and respawn, or simply respawn with X. Either to try getting the letter again, or just to hit the jump again for some points for the objectives of the level. If you get the letter once, you can redo the jump with X, and won't need to get the letter again.
4. H is just after this jump, over a road.
5. R will be immediately after the road, on a rail you can grind.
6. E is a bit farther on, above another road you jump over.
7. D is on the very last jump, and really needs a well timed jump.