This trophy spans through the first four chapters with a sighting of the white shade in each of them.
-( Chapter 1 )-
During the labyrinth of darkness, you will find a room disconnected from the walkway. If you jump over to it, you will find the shade whispering to you in this room. This location is near the end of the chapter.
-( Chapter 2 )-
After releasing the clouds from the second land windmill (the one where you have to climb up the wood planks), head behind it and then follow the cliff until you come to the sand where some ship refuse can be found. The shade can be found underneath a ship outline.
-( Chapter 3 )-
After creating your Sentinel, follow it until you're able to jump, from above, onto the sun platform. Through jumping off of this, you'll be able to reach the fourth room that was previously unreachable to you from the other sides. Stand near the edge and shout to get the motion totem to stare at you and cast a shadow over the door, opening it and allowing you to proceed to the white shade.
-( Chapter 4 )-
After you have succumbed to being a Shade, proceed forward. After you cross the bridge, you should see a small gap between the procession of other Shades. Push your way through and you will find the white shade there.
The trophy won't unlock until you go through Chapter 5. Should you have done everything correctly, when you finish that chapter, you'll have an alternate ending.