A Nuzlocke challenge is an advanced way to play Pokemon. It was created when a comic maker decided to make his playthrough of Pokemon Ruby more interesting. Since then, multiple people have done Nuzlocke runs and made comics. Nuzlocke is a combination of Nuzleaf (Pokemon) and John Locke (LOST). There are only two standard Nuzlocke rules, but there are plenty of other things to add to make it even harder. Monotype challenges are quite similar.
The two main rules of Nuzlockes are quite simple: 1. If a Pokemon faints it is dead and must be released. 2. You may only catch the first Pokemon on each route.
Other difficulties would be No Healing in Battle and other things.