Keep going until you complete the test.  You will be able to re-take the test if you like.

The Course Challenge isn't a test that you either pass or fail. Instead, it gives you Mastery Points for that course, and if you miss 1 question, you won't level up in that skill, but you can still level up in other skills. If you are aiming for 100% course mastery, you will probably need to retake the Course Challenge a few times in order to test all of your skills. (You can also take a Unit Test if there is one skill that you need to level up on to finish.) Hope this was helpful!