This trophy is a little misleading so I wanted to share how I unlocked it. In Act I, very close to the Ghost Note lounge where Didi's mother performs is a darkened building with pink awnings proclaiming "Girls" on them. On the right hand side of this building is a door. All I did was approach the door and press the interact button (Square) and the trophy unlocked.
Nowhere did I see a "XXX" on the door but my settings could have the game darker than it should be. Let me know if you unlock this in a different way and I will adjust this solution.
Courtesy of mattclassof2000 and Lil_Mermaid_Girl, both have suggested that the building is directly to the left of the Ghost note as you face it.