Challenges in Red Dead Redemption 2 are exactly as they sound, little trials you can do while you're out exploring. They are split up into nine different lists, with each list containing ten different challenges, which means there's a total of 90 Challenges in the game. Unfortunately, they are locked from the beginning of the game and you won't know what the challenges are until you do an action from the first challenge on each list. As an example, the first challenge that will likely be unlocked will be the first one for Master Hunter, since you will be required to skin a deer during one of the story missions in Chapter 1. As you complete challenges, the next tier will unlock and you will need to complete all 90 in order to get 100%, according to the in-game conditions.
Because of the nature of how challenges unlock, some of the later ones might require something you happen to do during the earlier stages of the game. Thus, if you wish to make some later challenges easier on yourself, forgo doing them early and just wait until you have the appropriate challenge for it. One such example is Survivalist #9, which requires you to catch a fish that's at least 19 pounds. If you wait on the Legendary Fish, then this will come naturally, as a few of them are well over that weight.