A challenge is something new and difficult which requires great effort and determination.

If someone rises to the challenge, they act in response to a difficult situation which is new to them and are successful.

A challenge to something is a questioning of its truth or value. A challenge to someone is a questioning of their authority.

If you challenge ideas or people, you question their truth, value, or authority.

If you challenge someone, you invite them to fight or compete with you in some way.

If someone is challenged by a guard, they are ordered to stop and say who they are or why they are there.