A research problem is a specific issue, difficulty, contradiction, or gap in knowledge that you will aim to address in your research. You might look for practical problems aimed at contributing to change, or theoretical problems aimed at expanding knowledge.
Bear in mind that some research will do both of these things, but usually the research problem focuses on one or the other. The type of research problem you choose depends on your broad topic of interest and the type of research you want to do.
This article helps you identify and refine a research problem. When writing your research proposal or introduction, you will have to formulate it as a problem statement and/or research questions.