Challenge is adversity. It's the element of gaming pleasure that makes you frown. (Contrast Fun.)
Major categories of game challenges include puzzles, Competition, and the opportunity for strategic thinking.
Some aspects of challenging games work directly against "Fun". For example, the complete information available in chess tends toward long periods of deep strategic thought.
In the past few decades, good games (other than pure strategy games) have naturally gravitated toward elements that are both FunAndChallenging.
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