You'll unlock challenges while you progress in the game. Feats do NOT count, but any challenge will. There are multiple categories. One for the wingsuit (Manea-Tour) and one land ralley (Hill sprint) will be your first ones. You can check this in the ingame menu under leaderboard. Leaderboards are individual. Select one, where you are not on first place. Play that challenge and beat your friends / random strangers score.