The Impossible Challenge
Our characters face challenges everyday from the mundane to the extraordinary. Nine times out of ten we help out characters to overcome said challenges, win the day, get the girl, save the world and so on.
For this challenge, have your character face an impossible challenge, something that they cannot overcome no matter how hard they try; there is no secret exit from the prison cell, the killer corners them and no one shows up at the last second to save them, the store is completely out of jelly beans… whatever.
You can make their defeat meaningful or just plain funny.
Either way, have fun :)