My single greatest challenge has nothing to do with earning enough money or getting enough sleep (although those two can doubtless be a challenge!). As I struggle with life-long depression and anxiety, my greatest and most pervasive challenge is living in the present moment.
Anxiety can be debilitating, and when coupled with depression it's a mental health double-whammy, if you will. I find that it's often a full-time job to steer my mind into the present moment, accept that moment for what it is, and keep my mind focused, no matter the distractions of worry and anxiety that beset me.
Some of the greatest yogis, meditators and spiritual teachers in history have spent years grounding themselves in the importance of single-minded focus on the present. These teachers have consistently guided their students to enjoy and revel in the present moment, and to enjoy the peace of mind that is the fruit of that most precious of commodities. The present moment is a commodity, if you will, that we so often fritter away on worry about either the past or the future---or both---and my personal mission is to live more and more of my life right where I find myself.