How soon do I have to change difficulty levels to get the Mass Effect 3 insanity award?

I just started the game and it never game me an option to change the difficulty like in Mass Effect 2.

The first thing I did after cinematic start finished, was change the difficulty from normal to insanity. Is there a period where I have time to change it before it takes hold, or am I now doomed to not getting the award for playing 1 second on normal?

It's on Insanity now and will remain so till end of game.

Solution 1:

You should be fine. As shown here, the description for the Insanity achievement is

Finish the game on Insanity without changing difficulty after leaving Earth.

(bold mine)

So, as long as you changed the difficulty while you were still on Earth (which you said you did), you will get the achievement when you beat the game.