Yus Story chapter has been told.

Yu, Chie, Yosuke and Yukiko are the first four characters you can play story with. However, you will not unlock these achievements until you finish part 2 of their stories, at the end of each of these, youll see a To Be Continued screen, you have to unlock Labrys in Story Mode in order to access these final parts (see The President for more information), youll then need to play and finish Labrys story before you can reach the final parts of these four characters stories.

For each of the characters you complete before Labrys story is unlocked, theyll have a silver icon on them, once they are fully completed they have a gold icon which goes toward The End of Everything.

Not very hard task to do, if you are having problems, set the difficulty to Beginner via Options > Game Options.