A limitation of the simulator means that sometimes the error message will pop up if the simulator sees the aircraft hit the ground before you start the challenge. This happens after the loading screen before you hit "Fly Now".
Following the loading screen of the landing challenge, a short sequence will play with the aircraft taking off. As the aircraft is on the ground, the simulator 'thinks' you have done the challenge, when you obviously haven't. This causes the error message to pop up when you then click 'Fly Now'.
To ensure you don't see this issue, you should click Fly Now as soon as possible when the challenge loads.
If this doesn't work, we have two solutions.
Solution #1 - Restart the Flight
You can try restarting the flight from the in-sim menu. This will likely fix the issue.
Solution #2 - Reload the mission from the activities menu
Close the Landing Challenge and head back to the main menu of the simulator. Select the same challenge again.
Should this continue to happen, please submit a support ticket. Please be descriptive and provide screenshots where possible.