When you get up to leave a camp, you'll be offered a Challenge which will award you goodies such as Skill Points ().
Challenges will vary in objective and difficulty, so pay close attention when you accept it.
The duration of each challenge lasts only until the next camp; where you will find you've either failed or succeeded at the challenge.
You can go back and do challenges you failed or didn't do the first time around by visiting that area of the trail again. These areas are marked clearly on the map.
If you'd like to restart or quit the challenge before you have completed it, click on the red bird, Koko.