Your friend tells you that she can't cry. Sounds like a challenge. If not, it definitely sounds like a lofty claim. You're curious to see if it's true. And if not, how far can she be pushed? Slowly but surely, you start pushing the envelope, seeing exactly how far you can go.
Finally, you succeed. In just the right conditions, you say just the right things, and your friend starts crying her little eyes out. You won. Congratulations. You made your friend cry.
Kind of a hollow victory, there. You won, but you also lost. You defeated the challenge, but what have you gained from it?
Writing is full of challenges. Can you write a piece in a specific genre? Can you particular character? Can you realistically describe a certain scene? Can you create a desired reaction from your audience?
With any luck, the answer to those questions is yes. It's great if you can do all of those things. Whether or not you should, though, becomes a different matter. Not every challenge is equally useful. Consider what the benefits of a given challenge are before agreeing to it. If not, you may end up causing a lot more harm than good.