Those achievements are automatically unlocked by progressing with the main story, so just play the game and don't bother much about them because none can be missed.


Fire!
Fired the first flare


Connected
Connect with mirror Kay for the first time


School's out
Made it through school


Moses
Opened a path through water


Sunny
Finished Level 1


Lonely at the top
Reached top of the Skyscraper


Mama and Papa
Finished Level 2


Breakdown
Finished Level 3


Resolve
Finished the game

There are two types of collectibles in the game, one being 39 message bottles to collect on top of the buildings and the other being about shooing 32 seagulls once close to them. If you miss any during the first playthrough, you can always go back to any chapter from the main menu and continue the search. The 4 achievements related to this are the following:


Uncorked
Collected your first Message in a bottle


Bottled
Collected all bottles


Shoo!
Shooed your first Seagull


Flock of Seagulls
Shooed all Seagulls

Here I found a great video by "PS5Trophies" that shows the location of both collectibles during one go:

Deep Dive
Jumped headfirst into the water from a high point

During the main story in Chapter 1 " Calming Down" section, you will find yourself on top of a high building and all you have to do is jumping into the water from there. The exact location is this:

Comfy
Respawned on couch in Skyscraper

During Chapter 6 "The Depths" section, follow the path for the main story and at some point you will drop into an area with two chairs. Kay will make a remark about the furniture, saying that it looks like her father's office. At this point, jump down down the window to your left and you'll respawn on the chair, unlocking the achievement.

Raver
Got grabbed by waterhands 10 times

During chapter 3 "Train Station" section right after you start, follow the stairs going down to your right and jump inside the water. Keep dieing there for 10 times.

Seeker
Fired 30 flares

All you have to do is spam "Q" for 30 times in order to cast those white balls showing you the way to go.

Human Bait
Eaten by Whale 20 times

Anytime during the game, let the sea monster eating you for 20 times.

Mermaid
Swam a very long distance

Probably the most boring achievement, you have to swim around for about 20 minutes to get this achievement. Do it in calm waters without the monster around and maybe around the end of the game when you already collected most of this time by playing normally.

Runaway
Travelled very far by foot

Given by just walking around during the game, you'll get this by playing normally.

Sailor
Travelled a long distance by boat

Given by just driving the boat around during the game, you'll get this by playing normally.

Danger Swimmer
Swam a long distance while Whale was around

I'm not exactly sure for how long you have to swim with the monster around for getting this, but I finished the game and I loaded back the beggining of Chapter 6 "The Depths" and the moment I jumped into the water inside the building the achievement popped up. The monster cannot catch you there. Another place to try this is in Chapter 3 "Dangerous Waters", there is a place behind the spawn where you can't get eaten.