The "The Devil" achievement is the only secret achievement in Circa Infinity. It requires you to "complete any level as a devil". But what does that mean? Well...

All you have to do is wait at this screen
until the song stops.
Eventually, the snow falling in a circe (or falling outward for some parts) will stop too, and your character will turn red.
Simply click the arrow button (highlighted in the above image) and your character should be red when you enter the level.
And before you run into an enemy, yes, they can still kill you, even though you're red and they're red (Or was it just me that did that?). All you have to do at this point is complete the level, and there you go! Achievement unlocked!

You cannot get this achievement on part I. You can get the achievement on any other part, although I don't know if you have to finish the part before you can get the achievement.