To unlock the Goodbye trophy in The Walking Dead: The Final Season Episode 4, you will need to choose a specific conversation option when you are talking to AJ towards the end of Act 1.
There are two trophies that will unlock depending on which conversation choice you make, so you should want to make a separate save at this point to unlock the trophy below as well:
*** Spoiler - click to reveal ***After crossing the river in the cave during Act 1, you will talk to AJ. After some dialogue, you will have to make a choice between saying you trust AJ to make the right choice regarding killing someone, or that you don't think he is ready.
For the Goodbye trophy, you will need to choose the option to say you trust him to make the choice. Continue playing as normal, and in Act 2 the trophy will unlock after a scene on a bridge.