I don't like being challenged by random players anymore! How can I stop other players from inviting me?

To stop players inviting you to a game, you can go to Settings, and toggle "Allow matchmaker challenges" Off. You can also toggle it back On from this menu.

When you get invited to a game, you can click the x in the top right of the game invite and select "Decline & Block Player" to never get invites from that player again