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We all have problems, of all kinds. Problems are meant to be solve in the majority of cases, if you solve them you learn something, that is what PBL (Problem-Based learning) is about.
You have problem A, to solve problem A in the process you learn something towards it. In the process you are learning what you need and solving some problem.
Is a challenge, is like doing a mission in a game. You have to kill a Boss or something. The boss is the “problem”, you learn new powerful skills in the middle. Finally you defeat the boss and now have a new set of skills. That is so cool.
So we can also call this Quest-based learning if we think this as the action of complete a “quest” in order to learn somethings, in my opinion that makes it more joyful.
Example, you want to learn how to make medialunas (Man I love medialunas), so you put yourself a quest and you say to your friends, next party I will bring my own medialunas but you do not nothing about medialunas making.
Now you have a quest, satisfy you hungry gluttons friends, to complete this you are learning how to make medialunas, when the day arrives you solved the quest and became The Medialunas Wizard.