I'll go first; I'm replaying Grand Theft Auto IV. I always thought that the game -how utterly near-flawless it might've been- was a little too easy. I decided to completely turn off the hud (radar and inventory) and aim assists. The GPS system is still on, so I still know where to go... But man, thee game sure is more difficult for me this time around. '

So, what about you? Have you set any video game challenges for yourself, or perhaps while playing with friends?

OrdannonsX : I set out to beat both "Ninja Garden" And "Ghosts N Goblins" on the NES, both of which are known are incredibly difficult games. I haven't beaten either though.

When I play Yu-gi-oh if I am dueling  someone that isn't very good I will do stuff like only being about to play a set amount of cards or not being able to summon higher level monsters and stuff like that. I also like to have competitions with friends on Atari 2600 games to see who can get the highest score.

ender44 : I tried Ghosts 'n Goblis once... I failed. xD

GenesisJunkie : Competing with each other for highscores is timeless fun.

I never use the map or look at the "Hud" / "Radar" when I go through my fist five to ten hours of any game. If I filmed the lets plays of my first time run throughs I am certain it would generate a ton of comedy and hints and advice. (Followed by insults of course.)
I do this for many reasons but my main one is to enjoy the "over the top graphics" that all games have in them. I love finding Easter Eggs on my first time through. (One of my favourite things to do in "sandbox" games is to look for calender dates. Check out the calenders in the Saints Row games. They are all back dated to 2003 and well before the games were even developed.) That aside? I dig getting emersed into a game and the experience. When I played Zelda OOT? I got lost allot and I still get love to get lost in games. (You memorize allot and have fun too.) I try to recreate the same experience all the time. My favourite Landscape to eplore now since Zelda Is the world of Darksiders.

Now for the Question You Posed at the Title and Top.

Yes, I have challenges for myself and others. Many of them. One of my favourites that I still do to this day is "Pistol Runs" Through any game that allows guns. (Mostly it works best on F.P.S. games but any shooting game will do.) In my opinion If the "Pistol Run" does not feel right? Then the game is flawed and needs to be completed. Some games do it well like Goldeneye for the N.64.
Others fail with it like XIII did on the X-Box or Playstation 2. (Though XIII has more to make up for the loss in that department.) Good Luck.

Good Luck To All.
I'm done. Stick a fork in me.
Peace.

Back in school, my friend used cheats on his Mario Kart DS to give him unlimited Bullet Bills. He would then go into a time trial and mash the L button, giving him some incredible lap times. He then put up a poster, listing the times on each track. Everyone tried to beat these times as all sorts of characters. Only one of us managed it. He beat the time by about 2 seconds on the Tick-Tock Clock stage as Luigi.

orionfoxgibson : You played XIII? Aw, man, the memories. That wa actually one of my favourite games on the PlayStation 2, that on.

OrdannonsX : Mines on the X-Box. (The First one. "The Good X-Box One." Not the Crappy "New Bone Box One.") The cool part? I got it for Five Bucks. (At the time games often had verry pleasing endings. This was one that kinda left everyone hanging. And ultimately? Very Few bought the thing. Remember we still had "Blockbuster" in those days.) Most people rented it and finished it in the 13 hours it takes and skipped the multiplayer stuff. (Again the 13 hour stuff was not common in those days. Most games went on a solid 30 hours.) (Granted some games like Metal Gear Solid 1 could be done in under 3 hours but it would take about 50 hours just to get that one 3 hour run right.) Sad that no one really got into it. I was hoping for a sequel. I loved the story and the plot twists.

Back to your original topic....
There are the traditional challenges like the "Akuma Run" for any fighting game. (Never loose a single round.)
But there are a ton of fun things to try to do for the completionist minded people that just want more mileage and "Bang for their Buck".
Like the "Slash Mode Run" from "Bushido Blade" that no one likes. (Go through an entire game and not die once. Any Game.)
Thanks for the chance to get nostalgic.
Good Luck.

Good Luck To All.
I'm done. Stick a fork in me.
Peace.