This is one of the first non-story related trophies that you can get. Just before going upstairs for the first time, you'll find a key called the "Key of Bad Habits" sitting by the base of some stairs. This will be in the room just past the keypad locked door with the two giant white marble statues standing over a door blocked by blue fire.
Once you have the key in hand, return to the front doors of the casino. Take the door to the north. This will put you in a hallway lined with furniture covered in white sheets and with a green locked door on the other end. Use the key to open the door and the trophy is yours.