I really don't understand why @
Ovinomancer and others can't grasp this simple concept.
Challenges are about risk. Risk is based on uncertainity. However, even in a perfectly deterministic world, there is still uncertainty which means there is still risk which means there's still challenges. Thus, you don't need a randomization method like dice to produce uncertainty.
Chess actually makes a great example. Chess is a deterministic game and it's very challenging. It's challenging because there's always uncertainty because as a human we don't possess the knowledge of all game states. That lack of knowledge causes uncertainty which causes risk which causes challenge.
Now consider a simple game of a coin flip where you win if a heads is flipped. There's uncertainty there. You have a great chance to lose the game and no control over winning or losing (without cheating). That kind of a game doesn't present a challenge even though there could potentially be risk and uncertainty. The real challenge with such a game is the betting aspect. Do you continue to bet to try to win one more time or do you walk away. That's where the challenge in such a game really lies.
In RPG terms. I struggle to see a challenge simply resulting from the DM saying random maiden approaches you, make a save. That's not a challenge, even though there's risk and uncertainty IMO, as there's no decision point for the character or the player.