In Pride and Prejudice, Jane Austen's characters face many different challenges and respond to them in different ways.
One challenge Mr. Darcy faces is learning Elizabeth's views of his pride. He also faces the challenge of not winning her, at first, as a bride. Darcy deals with these challenges by first explaining his actions and then amending his behavior. He writes Elizabeth a long letter explaining why he felt reservations in asking her to marry him. He also spends a great deal of time explaining his situation with Wickham: how he gave Wickham the money he asked for and how Wickham in turn tried to seduce his sister. Telling another person about how his beloved sister was hurt was not easy for him. Finally, Darcy deals with his challenge of pride by later asking Elizabeth to introduce him to her aunt and uncle from Cheapside when they came to tour his estate. When Elizabeth introduces him, Austen describes that "That he was surprised by the connexion was evident; he sustained it however with fortitude, and so far from going away, turned back with them and entered into conversation" (Ch. 1, Vol. 3).
Another instance in which characters must deal with challenge is when Lydia runs off with Wickham. Some of the characters handle this challenge well, some of them do not. Darcy is one character who deals with this situation well, even coming to the Bennet families' rescue. For the sake of protecting Elizabeth's honor and reputation, he pays Wickham's debts and forces him to marry Lydia. One character who does not handle the challenge of Lydia's behavior well is Mrs. Bennet. At first Mrs. Bennet is shocked and ashamed and bemoans the fate of the family, but as soon as she learns that they will be married, all thought of Lydia's wrongdoing vanishes. Instead, all she thinks about is how happy she is that she has gotten her first daughter married and demands to know how much money will be spent on Lydia's wedding clothes.