Notifications are a tool to not only give your users information, but also direct them to take a followup action. Tapping on the Notification will take them to:
1) The app - - Use General if you want the user to open the app
2) The Challenge - - Use Challenge if you want the user to view the Challenge. After selecting Challenge, you'll need to start typing the name of your Challenge in the Subject Field and then a drop-down list will appear.