Overall, I cannot complain about your grammar. It's hard to find specific fault. But even so this paragraph comes across difficult to understand. For example, we would not normally end a thought with just "challenges". We would specify which challenges. The "challenges of life"? In the same way, I don't know what you mean by "tasks" exactly. The grammar and the sentence are correct, but I just don't know what you mean.

The correction includes a few minor changes to improve the clarity and accuracy of the sentence. "Lessons in our life" has been changed to "lessons in life" as it is not necessary to specify "our". The phrase "it is we who have to do the challenges" has been changed to "it is up to us to face challenges" to make it clearer. Additionally, "not so many students are capable of it" has been changed to "not all students are capable of doing so" to be more precise. Lastly, "worry about it" has been changed to "worry about them" to agree with "tasks".