One of the new features within Pokémon Rumble U is the inclusion of Challenges. In every stage of the game, you get a list of up to five different criteria. Often, these are hidden until you have finished the level, but it will sometimes be shown. These are the challenges that must be completed while playing the stage and vary from using a specific move, or type of Pokémon, to getting combos and destroying certain bits of scenery.
While playing the level, you will receive no notifications of completing the task, until the level itself is complete
Should you manage to complete all five of the Challenges, either in one go or gradually over several attempts at the level, then upon completion of the level, it will notify you and inform you that the Challenges have been completed. It will then give you a special Blue Capsule, within which is a rare Pokémon. These Pokémon are often not found in any other level, requiring you to make sure to complete all challenges
If you have since lost the Pokémon received as a gift, you'll be able to get it again by simply completing the level again. This means you can only have one of the species of Pokémon at any one time, outside of Passwords and Figures