There should be a test that requires results to be not in alphabetical order to cut down on all the solutions using #sort for no reason.

The idea is good, but I think you should specify that all elements in the returned Array have to be Strings.

Also the message you get on a failed test doesn't say why it failed, so I had to resort to some metaprogramming to see what exactly you're testing.

Might be worth specifying how the method should behave in case there are String keys. Otherwise it's a nice intro to method_missing, good job.

A method with *args is guaranteed to receive an array of the arguments, so [*args] does literally nothing apart from allocating another array and filling it with the contents of the args array.

Since define_method takes a symbol as argument anyway, there's no need to call #to_s.
It's also useless below since #{} calls #to_s on the return value inside.

Providing a default argument name would help consolidate the solutions a little bit.
At the moment they mostly differ in what people call the argument, and not the code itself.