This is a good, interesting question. Have to think about that second challenge for a moment, but in the meantime let me describe the first challenge that I think awaits Shildt:
-- A reasonable amount of patience with a veteran, high-dollar player.
Finding that line will be a test for the new manager. If any of the veteran players struggle, like a Cecil or a Fowler, how does Shildt identify the line between getting that player right and moving on before that player's struggles old the team back too much. That's a hard spot for any manager to find, and the front office will certainly play a part in that with its willingness to move on from a veteran's contract. Either way, Shildt is the one who has to set that standard in the clubhouse, explain it to the player, and deal with the possible fallout in the clubhouse.
The second challenge? Media attention will be new, for sure. The level of it greeting him in spring training and when something inevitably goes upside down how he chooses to deal with criticism will be part of it. He's far more likely to take the La Russa approach, it seems, than the Matheny approach. So maybe this won't be much of a challenge at all.
My bet for that second challenge: the bullpen. As of now, the Cardinals trust in his ability to handle a bullpen that seems to invite some challenges to usage. He has the ability to be creative, for sure. We'll see if he has the tools, too.