I think that part of this question answers itself when you get "into" a field. When I was writing my MSc. dissertation I really had no idea what I was interested in, but my supervisor pointed me in a few directions and I ended up working in the one I found most interesting. Then, as you read more and more papers and see the most recent research you find yourself enquiring as to how something was done, or if a certain construction could be altered, or whether it can be applied to a different setting. With the apparent explosion of (higher) category theory into almost area of maths, many open problems can come of the form "does this apply to a general category", or whether certain categorical results can be applied.
I am also in grad school, and I've found that the more talks / conferences you can attend the better. From listening to other people's research areas, you can take hints or maybe find a method / area of maths that you can apply to something you find interesting, to hopefully find a new research area / problem.
open math problemson Google would be much easier than posting this entire question here. – barak manos Jul 30 '15 at 05:03