Yeah, there are a lot, so I totally understand that feeling. I think a good challenge to start off with is a monotype challenge. :) They're not overly hard, but for a first challenge, I think they'll be a good introduction to the challenge world haha. However, I recommend using another game. Nothing wrong with Sinnoh, it's just that Diamond and Pearl run super slowly. If that doesn't bother you though, then by all means, use that game. :)