This text explores the philosophical definition of the concept of a "problem" and its relationship with the unknown. The author characterizes a problem as a form imposed on the unknown to facilitate intellectual engagement, serving simultaneously as a shield and a prism for preliminary understanding of essential matters. Every problem is viewed as an urgent challenge and a foundational step toward a solution, maintaining an element of the "un-given" and remaining open-ended. Although intrinsically linked to subjectivity, the author argues that problems possess their own reality, exemplified by long-standing mathematical challenges that persist across generations. A central theme is the distinction between a problem as an intentional object and its "non-objectifiable" dimension. Intellectual engagement must respect this non-objectivity rather than reducing the problem solely to its objective focus. Consequently, every solution is temporary, as it inevitably reveals new horizons and subsequent problems, highlighting the dynamic and fundamentally open nature of human inquiry and knowledge acquisition where solutions serve as gateways to further questioning.