Matt Wedel of SV-POW gives advice on "How to find problems to work on".
I don’t describe this as “falling in love” lightly. That’s what it feels like: a positive feedback loop wherein the more you engage with a subject, the more you enjoy engaging with it, and so on. A few rounds of that and you may find yourself in a committed relationship, also known as a “research program”, because that’s how you maximize your time with the object of your affection.
The whole series of tutorials on research is useful, many of them cover the difficulties engaging with research as an outsider to academia.