The title character, Challenger, is an archaeologist who seeks to rescue the princess, Maria, from the hands of the evil boss, Don Waldorado, in the land called Pleasio Land. The setting of the character as an archaeologist is an homage to the Indiana Jones franchise, while his name may be an allusion to Conan Doyle's Professor Challenger (best known for his appearance in The Lost World).
The scene in the first level where the princess is taken away by the villain is programmed as part of the level, and it is impossible to catch up to the princess no matter how quickly the player progresses. The background music for this level is an arranged version of the well-known military march by Franz Schubert.