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Is joining a challenge gambling?

No. What decides whether you win is whether you hit the goal, and you can read that goal before you pay anything. There is no draw for the prize pot and no odds: everyone who reaches the goal is paid from it, and everyone who does not, is not.

The difference is what the outcome depends on

In a game of chance the outcome is decided for you. Here it is decided by what you do over the days the challenge runs, against a number that was fixed before you joined and is the same for everyone in it.

Every other player faces exactly the same goal. Nobody gets longer, a lower target or a better chance, and no result is drawn.

Where chance does appear, and what it cannot decide

Some challenges have a bonus prize on top of the pot, put up by a sponsor rather than by the players. Where that bonus is awarded as a draw, the draw runs only among the people who already hit the goal.

So it cannot decide whether you win, only whether you get something extra on top of winning. You cannot buy a ticket for it. You earn one by finishing, and if you do not finish you are not in it at all.

What you can see before you pay

The goal
The daily step target, or the distance and how many runs a week.
The length
The start and end date, so you know exactly which days count.
The cheat days
How many days you may miss and still finish.
The entry fee
What it costs, before you commit to anything.

If you change your mind

You can leave a challenge before it starts. Once it has started your entry is in the pot, which is what makes the commitment mean anything to everyone else who is still going.