After the trophy for hacking every enemy in the game, this may be the next most frustrating trophy. To get it, you'll have to stumble upon a secret world while playing the game (which is deactivated in Speedrun mode, so you can't get this trophy in that mode).
Unfortunately, the Secret Worlds are never in the same places. Nobody knows how many different possible locations there are, but there are generally more than one in each game world. Some suggest that you can find these spots by using your Address Disruptor on wall segments but others have reported this isn't always the case.
The best way to find one is simply to check every segment of flat wall that looks like you might be able to drill through it. Usually these doors seem to be in walls that are three high and flat. Simply try to walk or teleport through it. You can also try to hack the wall to see if that opens a path.
You'll know that you've found a wall because the graphics will get all funky. The game will look very much like an old game with the borders of the screen transitioning in a choppy manner and displaced graphics all over the screen. Elsenova or Ophelia should also tell you to turn back at this point. As soon as you step into one of these Secret Worlds, the trophy will appear.
Note: Anything you find in these Secret Worlds will be added to your inventory, but they do not count towards any completion trophies.