How do I enter Hardcore mode? How do I leave Hardcore mode? Why didn't I know about this site sooner? How dare you make achievements for Beetlejuice.

I think it depends on how you are connecting to RA. Im using Lakka and its literally a button click.

wat what is lakka? you can connect more than one way? where is the button?

Open the emulator.
Open the RetroAchievements menu (if necessary, press Alt and use the arrow keys to see the menu).
Enable Hardcore Mode there.

Alternative way:

Open ra_prefs_(name of the emu).cfg (for example ra_prefs_RAGens.cfg), localized in the root directory of the emu, and change the following setting:

--HardcoreModeActive:
0

into

--HardcoreModeActive:
1

Save it (ctrl+S).