LMPF plot states.[after u win an intrigue chllg ,choose an discard 1 attachment from play.]

question is. do i MUST discard or MAY discard?

thnks

It is a passive effect rather than a response, so when you win an INT challenge, you MUST choose an attachment and discard it. Compare Breaking and Entering:

Any attachment or location card that would be discarded from any player's hand as part of the claim of an INT challenge may be put into play by the winner of the challenge, under his or her control.

If the only attachments in play are yours (or all of your opponent's are immune - I'm thinking Black and White Ravens- or cannot be discarded), you have to discard one of yours.