Viliam_Bur comments on The Worst Problem You've Ever Encountered and Solved. And the One You Didn't, Yet! - Less Wrong Discussion
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Finding the worst solved problem and the next unsolved problem in the same area seems like a good starting position for making a self-improvement plan. You know the boundaries of your skills and the area next beyond that.
My worst problem ever, solved: Having a good relationship. It requires social skills, knowledge of yourself, knowledge of other people, it changes with circumstances, and it also needs some luck.
Next problem, unsolved: Building a community. When I have some idea I consider good, even when I find some people who express enthusiasm, I can't bring them to work together. Either I am wrong at convincing those people to cooperate, or the ratio of "usable" people is naturally low and I am wrong at bringing my idea to enough people so that even the "usable" subset is large enough. Or both.
Other great problem, solved: Making enough money to buy my own home. The solution involved a great help from other people. I made most of money myself, but other people lended me the rest (my country was early post-communist at that time, the mortgages were not as widely available as they are today), and especially they helped me to find a good and affordable apartment (I absolutely would not have time to do so, nor the skills).
Next problem, in progress: Making enough money to become independent on work for some time, and then using that time wisely for my projects.
Other big problem, solved: Learning enough about Java programming and design patterns so I can write a nontrivial computer game (including menu, intro screen, saving game progress, etc.) reliably without bugs. Especially to understand the thread model and how it relates to events.
Next problem, in progress: Completing the game. ;-)