Open problems are clearly defined problems1 that have not been solved. In older fields, such as Mathematics, the list is rather intimidating. Rationality, on the other, seems to have no list.
While we have all of us here together to crunch on problems, let's shoot higher than trying to think of solutions and then finding problems that match the solution. What things are unsolved questions? Is it reasonable to assume those questions have concrete, absolute answers?
The catch is that these problems cannot be inherently fuzzy problems. "How do I become less wrong?" is not a problem that can be clearly defined. As such, it does not have a concrete, absolute answer. Does Rationality have a set of problems that can be clearly defined? If not, how do we work toward getting our problems clearly defined?
See also: Open problems at LW:Wiki
1: "Clearly defined" essentially means a formal, unambiguous definition. "Solving" such a problem would constitute a formal proof.
How do we handle the existence of knowledge which is reliable but cannot be explained? As an example, consider the human ability to recognize faces (or places, pieces of music, etc). We have nearly total confidence in our ability to recognize people by their faces (given enough time, good lighting, etc). However, we cannot articulate the process by which we perform face recognition.
Imagine you met a blind alien, and for whatever reason needed to convince it of your ability to recognize people by face. Since you cannot provide a reasonable description of your face recognition process, you are essentially in the position of saying "I'm totally sure of the identity of the person I saw, but I cannot explain why I am so certain".
Quite a bit is known about the neurology behind face recognition. No one understands the algorithm well enough to build a fusiform gyrus from scratch, but that doesn't mean the fact that there is an algorithm is mysterious.