I wanted to grab some impressions from GMs about when to use the challenge (red) die. The book gives a "very clear" description of which is the intention of this die.
"Challenge dice represent the most extreme adversity and opposition. These dice may be featured in place of Difficulty dice during particularly daunting challenges posed by trained, elite. or prepared opponents. Challenge dice can also be added to a pool by investing a Destiny Point into an important skill check."
It seems clear that they appear as result of skills and talents in opposed situations.
But then, the game presents some sub-mechanics, in particular "PILOTING AND STELLAR PHENOMENA OR TERRAIN" and also "DETERMINING FEAR DIFFICULTY", where the challenge die is introduced as an extra gauge for the task difficulty (aside from the set back dice and the difficulty dice), and it is not necessarily (or not at all) linked to the skills or talents of an opponent.