Challenges are a challenge for a reason. They aren't easy and don't necessarily have to be safe. There are numerous kinds of challenges available to pick from and they each have a risk associated with them. The salt and ice challenge could leave everlasting damage. Any drinking challenge could potentially kill you. The cinnamon challenge and chubby bunny challenge could choke you to death. Then there's the knock out challenge where you attempt to K.O. a stranger, and the pass out challenge where you hold your breath until you pass out. Both equally stupid in their own right. One is straight up illegal and the other has caused over 700 fatalities. Another stupid challenge has to be the world's hottest chilli/pepper challenge which only has one real ending.
Challenges exist for our entertainment. They're fun to attempt, but just remember to at least check what the consequences could be and make sure to prepare the area.