" Choose an attacking character you control.

Until the end of the phase, that character gains stealth.

If you win the challenge, choose and discard 1 attachment from play."

If i win the challenge, and i'm the only player with an Attachment, do i have to discard my own attachment?

What happens if no player has any attachment?

Yes. Once the event card is played, the effect is not optional. If the only attachment to discard is one you control, you have to discard it.

If there are no attachments in play, the effect just "fizzles."

Thanks yet again for your help Ktom!

You have been a great help for me understanding the cards!

We always found the wording on these types confusing (same as the Targ locations)

The cards target an attacking / participating character and "until the end of the phase" does X

It then refers to "if you will the challenge"

That is taken to mean only the current challenge and not any challenge for the rest of the phase