1) Creative projects beget creative projects. When you start working on one project, you'll have ideas for a dozen more, and probably one of those might actually be a good project idea to continue exploring and refining and shaping into a reasonable problem. It's really hard to come up with things if you're just staring at a blank sheet of paper, but working on anything at all gets this virtuous cycle started.

2) Talk to people! Bounce your ideas/areas of excitement off of other people, and see what gets reflected back at you. That signal can be very helpful to see when you've stumbled across an idea or problem that might be useful to more people than just yourself, i.e. a more important area of investigation.

3) Read, read, read. And take notes on random ideas you have while reading, and things that papers missed or didn't look into. If you do this enough and take some time to reflect on it, you can start to find gaps in knowledge that could be addressed.