To reset your Historical Challenges list on PC: Make sure the game is closed then Copy this location

%localappdata%\sessionGame\Saved\SaveGames

Open File Explorer and paste that location in the top bar (the long top bar on the left, Not the Search Bar on the right). Delete ChallengesSaveSlot.sav

when you load the game, you should have a fresh historical challenge list. Do this every time you want to do a new Historical Challenge run. Keep in mind this deletes ALL Historical Challenges, there isn't a way to delete specific challenges.

To reset Historical Challenges on PS4: Go to Settings, Storage, Saved Data, Session: Skate Sim and delete Challenges Save.

To reset Historical Challenges on all other Consoles: This one is a bit unfortunate... you have to delete the entire Save data off your console and have a fresh game since it seems only PS4 has the option to delete specific save files (Uninstalling the game doesn't reset save data, so you need to locate the save data and remove it).