I agree that 'for' sounds better.
Accepting all sorts of challenges that life offers is a pleasure ___ the brave.
I might consider these alternatives. This is something to think about; however, your way is correct:
Accepting all sorts of challenges offered in life is a pleasure to the brave.
Accepting all sorts of challenges that life offers is a pleasure for the brave.
I just wanted to show you some contrast. I think that both of my examples are quite acceptable, but sometimes I make mistakes too and have to revisit my construction.