level one ozma challenge is quite simply beating ozma with all characters at level one. getting to ozma without leveling up will be tricky though but it is possible. i dont think its possible to beat the game at level one but i may be wrong. if it is possible you could try "beat the game and all of the sidequests and optional bosses at level one challenge."

solo challenges are usually boring and are often just constant leveling of one character.

there are simple challenges like.

no magic

or no items (which is actually really hard because youll have to use skills that cost no MP and stuff so freya and amrant will be your main healers seems as the only way to get back MP is to go to inns.)

no magic would be good. it means you cant really use eiko, garnet and vivi and any abilities that cost MP. do all of freyas abilties cost MP?

hard challenges like level one ozma take tons of planning and strategy.