Go into the Data Hub via . Go to "Templar Profile" and "Challenges". There is a list of a bunch of challenges within certain categories. If you notice, there are 3 stars in each. All you must do is get 1 star in anything. This should come along naturally as you play through to get your level 20 or by doing other multiplayer achievements.
You do not actually have to complete a full challenge (which is gaining all 3 gold stars on it). Therefore, you can ignore that it says 0 challenges complete. You will still get the achievement as long as one of the gold stars is filled. A really easy challenge to complete is by taunting a target after you killed them. You only need to do this to 3 people to unlock the first gold star. After assassinating your target, press quickly while facing their dead body. If you do not do it fast enough it will not register.