Enlightenment

Shrines can be found at any layer below the surface and are spawned randomly when the world is generated, they are usually noticeable given the shrines glow and more often then not having a circle-ish structure around it. You will need to reset the world a few times to find enough shrines. I recommend going for this at the same that you're looking for materials for other achievements or the Undead Whelp pet.