Challenge

Challenge is basically a vault containing all the things you can unlock in the game. After you unlock something, the blue opaque windows around the challenge will become red translucent windows, showing a silhouette of something you can unlock along with the prerequisite for unlocking it.

Over the course of the game, you accumulate Golden Hammers and can use them to break open a window that you just can't seem to accomplish. However, there are some windows that not even the Golden Hammers can break.