Here are some useful scripts and tools for steganography challenges.

Stegsolve

Download here. Useful for looking at different shades of colors and more.

Steghide

Steghide can be used to hide or send messages in images.

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sudo apt-get -y install steghide

If you know data is steghide encrypted but need a password, you can brute force the password using this tool:
https://github.com/Va5c0/Steghide-Brute-Force-Tool

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pip install progressbar
./steg_brute.py -b -d <dictionary> -f <file>

Free File Camouflage

Free File Camouflage is another tool similar to steghide. It can be downloaded here as an executable.
http://www.myportablesoftware.com/free_file_camouflage.zip