This achievement is obtained after surviving for an entire night outside in a single Survival mode game. It is most easily done on Pilgrim. It is highly recommended to pack sufficient warm clothing and materials for starting a fire.
Outside refers to being anywhere but inside a building or other structure that has an interior loading screen. Therefore this achievement is obtainable whilst being inside of a train carriage among other structures.
It can be easily achieved in a fishing hut, as these provide protection from the wind, and have a pot belly stove. Taking enough firewood to keep the stove burning all night will maintain the temperature above freezing. The fire can also be used to boil water if supplies run low. Bringing fishing tackle is useful as well as, if necessary, the player can easily get more food by fishing and be able to cook it instantly on the fire. In addition, using a fishing hut with a door means no animals will come inside, while still remaining technically outside.