Hello,
I have created a LWC page as "helloWorld" in Create a Hello World Lightning Web Component and added in Home page default but still unable to complete the challenge and getting "Make sure you add the 'helloWorld' Lightning web component to the default Home page." error.
I faced this issue as well.
The trailhead is looking for a page called "Home Page Default" which doesn't happen to currently exist in your trailhead org.
Go to Setup ----> Search for "Lightning App Builder" ----> Delete any kind of other Pages created except for one named "Home Page Default". If it doesn't exist, please create a page called Home Page Default:
In Lightning App Builder, click on "New",
Select "Home Page" -> Next,
Name the page "Home Page Default",
Choose the "Clone Salesforce Default Page" & then select "Home Page Default".
Add the helloWold component to this page and, save, Active the page & set as org default.
Post this try to verify the step, it should work :D