Something small that requires much more work than it seems like it should but feels worth doing.
When I think about trying to find a big interesting problem, I am biased by trying to find a shortcut. Trying to find a problem in hopes that I can quickly come up with a clever solution. Which means the problem isn't interesting. I just am looking for a way to be clever.
Think about Knuth. He started a book on compilers in 1962 and still hasn't finished. He is still finding little interesting bits to work on that seem like they ought to be less trouble and doing the work because it seems worth doing.
The important part of his (and any sustainable creative) process is the habit of solving little interesting things is how he has solved big interesting things. Creative practice is practice. Good luck.