I agree with everyone else -- play the game normally and you'll start racking up HoM achievements as you go. Once you're a little more caught up to the game, you can better focus on filling in whatever gaps may be left in your Hall.
One piece of advice I will give you is to salvage stuff! The drops you get in the newbie areas probably aren't worth doing so, but once you hit the main lands in Factions and Nightfall or the mountains in Prophecies, salvaging cloth, tanned leather, iron, etc., will really help you when it comes time to craft your elite armors. Most require almost 2 stacks of certain (depending on the armor type) common mats. You also need a stack of granite for at least one Destroyer weapon. Might as well save up for them along the way.
2 other things you should be mindful of as you play (in case you quit playing prior to April 2009):
*
Zaishen Quests, which will award you bonus money, experience, and Zaishen Coins (which you can sell for more money), all for doing things you'll be doing anyway.
*
Nick the Traveler, who gives you 5 gifts per account each week in exchange for different trophy items. The goodies inside can help you progress your consumable tracks, or you can sell the gifts to other players to help fund your Hall.
Lastly, if you quit playing prior to February 2010, visit
High Priest Zhang in Great Temple of Balthazar. You can get (once per account) 50 free tournament reward points which you can redeem with
Tolkano for 10 Zaishen Keys. You can sell these to other players or use them to start on your
Zaishen Supporter track (the easiest PvP statue to get for your Hall, in case "real" PvP isn't your thing).