Ooh, you say 'in the same way', so you do something similar. Care to share how do you structure them? I'm really curious. We've done a few of them in 5E, and they've integrated seamlessly into the flow of the game without characters even knowing they were happening - and they've added a nice new structure for certain non-combat phases of the game.
I don't have any particular care about players knowing they're in a discrete challenge or not. I mean, they know when they're in a
combat challenge, so I don't see any reason why they shouldn't know they're in an exploration or social interaction challenge which is where a D&D 5e skill challenge would sit (even if it's in the context of a combat challenge). In fact, I would go so far as to say I prefer the players know it. That's because I don't like "freeform" challenges. Those often feel like the pacing is off and it's more about playing out a scene till the DM is satisfied than overcoming a structured challenge that has a tangible pacing mechanism and hard victory and defeat conditions. I feel like I earn my victory in a structured challenge, whereas with a freeform challenge it feels to me like bs'ing the DM until we move onto the next thing.
So that explains why I prefer a structured challenge and we can draw on D&D 4e skill challenges for inspiration on how to structure it; however, skill challenges in
that game come with
that game's assumptions, such as players asking to make skill checks, DCs being set absent a statement of goal and approach, a set number of primary and secondary skills to be used, different math that determines the difficulty, among other things. D&D 5e is different. It is for these reasons that I set my challenges up as follows.
For prep, I set the overall goal of the challenge and what it looks like if the PCs win and what it looks like if they lose. If applicable, I make a note of how much XP this challenge is worth. Then I write down a set number of complications that must be overcome to achieve success in the overall goal. The more complications that must be overcome, the harder it is. PCs must overcome
all of the complications to succeed on the overall goal. Sometimes, that may mean ruling success at a cost - the PC fails the check, but still overcomes the complication with a cost. The party may end up with a Pyrrhic victory by the time they finish. (Getting some XP takes the edge off though!) I do prefer success at a cost in these kinds of challenges because I feel it mirrors combat challenges better - you survive, get some XP, but you've lost some resources. It also allows for a non-combat challenge to sub in for a combat challenge when trying to balance things around the adventuring day.
In play, I describe the environment and seek buy-in on the goal to be achieved. Once that's settled, I present the first complication and ask "What do you do?" They describe what they want to do. I determine whether that has an uncertain outcome and, if it does, set a DC and call for an ability check. If it's not uncertain, then they just succeed or fail, no roll. As mentioned above, it may be a simple pass/fail or success at a cost on a failure. I then narrate the results of the adventurers' actions and repeat, starting with the next complication to be overcome. Once we've run through all the complications, we'll know whether they've achieved victory in overcoming the challenge or suffered defeat. We then play on in the aftermath.
This method, I feel, is more in line with the D&D 5e paradigm than the one Colville suggests. I prefer everything working the same way and moving in the same direction. If I ran the game and suddenly some parts of the game had it where players were asking to make checks against DCs that were decided well before they ever described what they wanted to do, it would stand in stark contrast to every other part of the game in a very strange way. So the approach I describe here is such that you get the benefit of the skill challenge structure, with its better pacing, well-thought out situations, and firm resolution method, without going against what I see as the D&D 5e grain.
