In the bowl of a standing mixer, put flour and yeast and mix/stir for one minute. Add oil, vanilla, and sugar and mix for about one minute.
Slowly add water and mix to form the dough .*Because each flour is different, stored differently, and has different absorption capacities, the amount of liquid will almost always change. Even if you always use the same flour, it may be that the flour will absorb more liquid on different days than before. So, start with half a cup of water and gradually add enough until the dough is soft but not sticky.
Add the salt and knead for 8-12 minutes (It helps the gluten form and the dough to be elastic with better structure). Scrap the sides of the bowl occasionally with a rubber spatula to ensure all ingredients are incorporated.
Transfer dough to a lightly floured surface. Using floured hands, knead the dough for 3-5 minutes. You should have a smooth ball of dough. If the dough is super soft or sticky, you can add a little more flour.
Grease the dough with a bit of oil so it won't dry out; cover it with a kitchen towel or loosely with Saran wrap and let the dough rise until doubled (place the bowl somewhere warm).
Separate the dough into 3 equal pieces.
Roll each piece of dough into a long rope.
Gather the ropes and squeeze them together at the very top. Braid the ropes together like braiding hair and squeeze the ends together when complete.
Line a baking sheet with parchment paper and place the Challah on it. Place the pan somewhere warm, cover with a towel, and let it rise until puffed, about an hour.