You will unlock the Martian trophy in Metro Exodus during the game's first mission, MOSCOW.
As you are making your way through the train, you will see a prompt in the top right-hand corner of the screen telling you to "Press L1 to fix the gas mask".
Thanks to
SolaceCreed who mentioned in the comments that you won't be able to repair the gas mask if you're playing on Ranger Hardcore mode.
Once completed, the Martian trophy will unlock.