During the first level, when you get your paintbrush, you'll be in an area where you have to paint a stone path by holding R, or using the touchscreen. As your going up this path you'll see 4 empty stars and 5 empty comets around you, paint them and when you've painted that last one the trophy will unlock.
On a side note: If you have joined another players game as Oswald, at this point you can only observe them, as Oswald has not been introduced to the story yet. However, the trophy will still unlock for you when they have painted all the stars and comets.
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