TR;DR
The title is misleading since President Trump did not dare Speaker Pelosi to cancel his SOTU speech.
However, he did dare the Speaker to rescind her invitation for him to deliver his SOTU address in the House of Representatives, in the sense that he responded to Pelosi’s letter by continuing to express his intention to deliver his SOTU address as per normal.
Long answer
In Speaker Pelosi’s January 16th letter to President Trump, she did not explicitly ask Trump to cancel his State of the Union address. Rather, she "suggest[ed]" that they "work together to determine another suitable date".
Sadly, given the security concerns and unless government re-opens this week, I suggest that we work together to determine another suitable date after government has re-opened for this address or for you to consider delivering your State of the Union address in writing to the Congress on January 29th.
(emphasis mine)
Speaker Pelosi confirmed on January 18th that she did not disinvite President Trump yet but was suggesting that they “work together to determine another suitable date”.
“He’s been invited,” she told reporters in the Capitol. “All we said is, ‘Let’s work together for another date when government is open.’ ”
President Trump did not respond directly to Speaker Pelosi’s letter and continued to prepare for his SOTU address. On January 22nd, the White House “sent a letter to the House Sergeant-at-Arms asking to schedule a dry run for the annual speech”.
White House officials are aware that Pelosi has the final say over whether the speech will take place in the House chamber. But they intend to move forward as planned until Pelosi scuttles the event, a move that they believe would be seen as political.
[ ... ]
On Tuesday night, White House press secretary Sarah Huckabee Sanders confirmed that the administration is pressing on with the original plan for the State of the Union.
(emphasis mine)
On January 23rd, President Trump sent another letter to Speaker Pelosi, expressing his intention to deliver his SOTU address in the House.
Accordingly, there are no security concerns regarding the State of the Union Address. Therefore, I will be honoring your invitation, and fulfilling my Constitutional duty, to deliver important information to the people and Congress of the United States of America regarding the State of our Union.
I look forward to seeing you on the evening on January 29th in the Chamber of the House of Representatives. It would be so very sad for our Country if the State of the Union were not delivered on time, on schedule, and very importantly, on location!
Speaker Pelosi eventually replied President Trump in another letter on the same day that explicitly confirms the House of Representatives will not invite President Trump to deliver his State of the Union address.
I am writing to inform you that the House of Representatives will not consider a concurrent resolution authorizing the President’s State of the Union address in the House Chamber until government has opened.
Since the definition of "dare" is
defy or challenge (someone) to do something.
President Trump did dare Speaker Pelosi to cancel the invitation she sent him on January 3rd to deliver his SOTU address in the House of Representatives. In other words, the White House’s response to go ahead with the address and continued preparations can be seen as challenging the Speaker to explicitly rescind her invitation to Trump.
However, the title is rather misleading since President Trump did not dare Speaker Pelosi to cancel his SOTU address, especially since President Trump has been actively considering other venues for the address.
