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Example sentence:

We're heading to the place (where) you're going to have your next challenge.

Is where redundant in situations like this? Why or why not?

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    In your example, where actually means the same as [at] the place. Just as when refers to / means [at] the time in a context like I'll meet you in the station at the time when your train arrives. In principle you can include both elements - but it's unnecessary, and usually we just use one or the other. Commented Oct 26, 2021 at 14:11

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Most people would assume the where if it were omitted.

But without it, the two statements: We're heading to the place and you're going to have your next challenge are linked only by implication. In written texts, punctuation would make things clearer.

You could describe numerous situations in which the two statements would not be linked at all. Context would normally give people a clue. So yes, it is required for the sake of clarity.

The same applies in examples (depending on the punctuation) such as:

Tomorrow is the day (when) you'll meet your father.

Listeners would understand the when to be elided but, without context, room remains for doubt.

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