What is meant by the word "challenging" to me in the sport of tennis? If you pretend your opponent is "sitting in a chair" and you hit balls to them that they could literally stay seated in the chair and return, then you are challenging them. Challenging will work well when the match is lopsided. At a certain level (a higher level) all players love to be challenged. Many times the shot you hit to challenge your opponent comes back at you even harder than you initiated or they use your pace to place the ball in an open area to win the point.
 
Moving your opponent out of the chair is a great equalizer. You force them out of their "comfort zone" and most of all you create a spot, or an opening, to win the point if they return it.
 
The correct times to "challenge" someone:

• In the warm-up, to keep the ball in play so that you can warm up properly
• In a practice session when you are working on consistency and control
• After the point is over you should hit the ball back (challenge) to your opponent