Key collector is obtained by getting all the pieces of a key to the Shadowlord'sCastle. During the second part of the game, you'll be completing quests to attempt to find one part of the Shadowlord's key. At the end of each quest you'll face a boss, and when you defeat it, you obtain one of the 5 parts. Once you obtain the final part of the key, the trophy/achievement will unlock. This trophy/achievement is a part of story progression, so it cannot be missed.