Opportunity vs Immediate actions
This is a confusing topic, so I’ve dedicated a page to it. When it is not your turn, your character can use an Immediate action, Opportunity actions, and Free actions). You cannot use either while it is your turn. The biggest point is Immediate Actions and Opportunity Actions are separate.
You can take one immediate action per round. If you take an immediate action, you can’t take another one until the start of your next turn. There are two kinds of immediate actions: Interrupts * and *Reactions.
Immediate Interrupts: An immediate interrupt lets you jump in when a certain trigger condition arises, acting before the trigger resolves. If an interrupt invalidates a triggering action, that action is lost. For example, an enemy makes a melee attack against you, but you use a power that lets you shift away as an immediate interrupt. If your enemy can no longer reach you, the enemy’s attack action is lost.
Immediate Reaction: An immediate reaction lets you act in response to a trigger. The triggering action, event, or condition occurs and is completely resolved before you take your reaction, except that you can interrupt a creature’s movement. If a creature triggers your immediate reaction while moving (by coming into range, for example), you take your action before the creature finishes moving but after it has moved at least 1 square.
The one type of immediate action that every combatant can take is a readied action. A readied action is an Immediate Reaction, based on a trigger you specify. “I attack the first creature to move adjacent to me.”
Opportunity actions allow you to take an action in response to an enemy letting its guard down. The one type of opportunity action that every combatant can take is an opportunity attack. Opportunity attacks are triggered by an enemy leaving a square adjacent to you or by an adjacent enemy making a ranged attack or an area attack.
You can take no more than one opportunity action on each other combatant’s turn. You can’t take an opportunity action on your own turn. So if 10 goblins ran by you, you could take one swing at each goblin as they passed (when they left a square adjacent to you).
An opportunity action happens before the action that triggered it resolves. For example, an enemy announces that they move away from Ragnarr, provoking an Attack of Opportunity. Ragnarr hits, the damage resolves, then the creatures actually moves. This is important as some Opportunity actions have extra effects, like a fighter can stop an enemies movement, or a critical hit could daze or push an enemy.
Your Combat Challenge is an Immediate Interrupt – not and Attack of Opportunity. They are confusing because the trigger for Combat Challenge and for an attack of Opportunity are very similar.
Combat Challenge: Whenever an enemy marked by you is adjacent to you and shifts or makes an attack that does not include you, you can make a melee basic attack against that enemy.
Attack of Opportunity: If an enemy leaves a square adjacent to you, or uses a ranged power or an area power, you can make an opportunity attack against that enemy.
bonus: if a creature marked by you make a ranged attack that does not include you, you could use both your combat challenge and your opportunity attack.