On most levels, you need to get the key to unlock doors. It's simple. On 1-3, you just try to jump on dissapearing bricks and on 1-4, those dark grey cones are spikes so you have to jump over them.
Eh. Those concepts are very boring. Jump challenges get very old very quick, they all have the same exact gameplay only varying from a few things: What you're jumping over, how hard it is to jump over it, and the environment you're jumping in.
If you can create really fun puzzles or utilize a certain mod to make a challenge out of it's a lot more fun. A jumping challenge level here or there is not bad, they make great fillers. But puzzles and creative concepts are a lot more fun.
Edit: oh god I almost forgot about... Luck challenges... Ugh these are the worst. If there's a challenge any worse than a jump challenge, it's a challenge entirely based on luck. If you have a bunch of doors and only one of them doesn't kill you, that's stupid. Everyone is going to get through it at one point or another. It's completely based on luck or trial and error. That's just really awful and quite frustrating to play.
I don't know if you have any luck challenges in your build right now, but if you do just remove them... If you really have an urge to put one in don't do any more than one or two, and only do it if you're REALLY desperate for ideas. They are not fun to play on by any means at all and usually take forever to get through, they really are just a pure waste of time.