This is for completing the first part of the game. It's story related, so it can't be missed. However, if you follow this guide, you'll be on your way to earning the other achievements in the game, too.
Royal Train Station (Part One)
After the opening cinematic, you'll find yourself in a derelict section of the Royal Train Station. The train station is basically the main hub in the game and you'll come back to it often. Begin by walking forward and then press X to talk to Levi the Hobo. Once he moves out of the way, go forward and walk around the corner to the left. A cut scene will start and you'll be informed that you'll need to end the Coal Union strike in order to find your brother Albert.
During the cut scene you may notice a typo (manged instead of managed) and it won't be the only one you see during the game. Game developers spend a lot of time testing for bugs but they can't seem to use spell check. *facepalm*
Head forward and another cut scene will play showing you the layout of the first area. One it's done playing, progress further and you'll start a little tutorial of the game's mechanics. Head to the right and take note of the doll in the corner with the orange hair holding the 'Union Leader' sign. Notice how he he's a bit different than the others in that he has a sort of shimmering effect? That means he's a unique doll and will need to be stacked for the collection achievements. We can't stack him just yet, but soon enough!
Now walk into the next area and you'll be prompted to talk to the gatekeeper to get more information. He'll ask you to go find the Key Master so he can open the gate. Gatekeeper... Key Master... Where do I know that from? Who you gonna call? Ghostbusters! He'll now be standing directly behind you in the middle of the room. Believe it or not, he's the guy with the big key on his head. Walk behind him in order to stack into him.
Collection: Key Master Dawson (15)
Use his Unlock ability to unlock the gate by pressing A. Now proceed down the hallway to the left and then to the right. The next area is called the Main Concourse and I'll refer to it several times during the walkthrough. Continue on to the far end of the Main Concourse.
Now, on one side of you is the Royal Lounge. A short cutscene will play once you walk towards it. This is the game's first challenge called 'Empty the Lounge'. You'll notice that there are 3 solutions to this challenge noting by 0/3. After the cut scene you'll want to look to the right of the Royal Lounge; where you’ll see a male doll holding a wrench; stack into him!
Collection: Clerk-of-the-Works Jasper (6)
Now, use Jasper's “Maintain” ability on the fan that's close by. Walk through and talk to the host in the middle of the room. Congratulations, you've completed your first challenge!
Challenge: Empty the Lounge (1/3) – Fan-tastic
Near the door the Royal Lounge, you'll find a doll with long blond hair shaking her hips and holding a fan; stack into her.
Collection: The Widow Chastity (7)
To complete the next challenge, use the Widow Chastity's Seduce ability on the guard to lead him away from his post. Unstack from the Widow and walk behind the guard to stack into him.
Collection: Guard Perry (5)
Next go back to the Royal Lounge and use Guard Perry's Open ability on the door. Walk through the opening and talk to the host a second time.
Challenge: Empty the Lounge (2/3) – Unauthorized Entry
Head down towards the nearby restrooms. In this area you'll find a bald doll dressed white. If you have trouble finding him, he's the one farting on everyone else! Stack into him once you locate him.
Collection: Meriwether Malodor (1)
Now head back to the Royal Lounge and use Meriwether's “Flatulate” ability on the fan. Everyone will vacate the lounge due to the foul stench.
Challenge: Empty the Lounge (3/3) – The Fug of War
Since you've completed all of the solutions for this challenge you now can freely access the lounge. You'll notice that the 3 members of the train guild are outside of the Royal Lounge; for now you'll now want to stack into all 3 members of the train guild in order.
You'll now need to head down the steps back towards the trains, then go up the stairs to the right, and head into the Coal Room, where you’ll find a doll beating a drum; stack into him.
Collection: Drummer Perry (14)
Unstack from Drummer Perry and restack into the members of the train guild. If you take too long they'll walk back to the Royal Lounge, so you can find them there. Now head back to the trains and find the Union Leader we saw at the beginning. The two sides of the strike will reach a comical agreement and you'll have saved your brother Albert!