Welcome to the Candy Crush Saga Community
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If you mean the friends challenge then as far as I am aware all the other players are on our friends lists. So if you want your challenge to only include players near your level modify your friends list accordingly. We see other players near us on the map, so I advise to invite them and unfriend those playing at the early levels.
On the other hand, I quite like the fact that I am being challenged by my own friends as this means even if I lose one of my friends wins! I like to help my friends out, so this works fine for me.