To unlock the Back in the Mud trophy in Red Dead Redemption 2 you will have to complete the early tutorial missions that teach you all of the basic controls for the game.
The list of missions you will need to complete are in the spoiler tag below:
*** Spoiler - click to reveal ***Outlaws from the West
Enter, Pursued by a Memory (Unlocks "Just A Scratch" achievement)
Old Friends
The Aftermath of Genesis
Who the Hell is Leviticus Cornwall?
Eastward Bound
Upon completing the missions, you will leave the snowy region and move to a new settlement in the Heartlands. The trophy notification should appear once the screen for Chapter 2 is displayed.