Beating challenge 5 unlocks the rune of Ansuz. This also unlocks Magdalene, a solid character with extra health.
To unlock challenge 5: ‘The Tank’ and challenge 10: ‘Cursed’ You need to have seven red heart containers at one time. Beating Challenge 4 unlocks the rune of Dagaz. The goal of the challenge is to beat Satan. To fight Isaac you need to go up the light after defeating it lives or the angel room after Mum’s heart. To unlock Eve simply beat two floors in a row without picking up hearts. To unlock challenge 4: ‘Darkness Falls’ you need to defeat Isaac while playing as Eve. For example challenge 17: ‘Waka Waka’ unlocks the item death’s touch which turns Isaac’s tears into powerful scythes. Every challenge you beat unlocks an item on that save file. Challenges 1, 2, 3, 12, 13, 14, 15, 16, 17 and 18 are all unlocked by default and do not require any unlocking.