As soon as you have control of your character, fly to the right and pick up the biggest rock you can find. Fly back to the water where you started the level, and submerged into the water while holding the rock. You will have to push down the right stick to dive. You will have to descent far into the water for the trophy to unlock. The video included is a complete walkthrough of the first chapter including the Trophies "Freediver" and "We Need To Go Deeper".