What does the Main Character want, and why can't he get it? That's the essence of The Problem.
No matter what this problem is though, it is crucial that the audience understands it. That is why, even in well-written stories, the main problem is literally said out loud--sometimes several times even--just to be sure that the audience knows what the whole point is. It's incredibly important.
Keep in mind the timing of this though. In picture books, this is often set up really quickly--like in the first page or two. But in novels or movies it can be helpful to present the story's big problem after the character and setting (and some other conflicts perhaps) are better established.
Note that many times the main character cannot go after the goal directly to get what he wants. For instance, in Jaws, the Sheriff just wants a nice peaceful beach town to patrol until he retires. But he can't have that because a giant, man-eating shark has decided that it wants to eat the swimmers. So, in order for the Sheriff to get Goal A (peaceful beach), he must first accomplish Goal B (kill the shark). And of course there are all sorts of complications involved, not the least of which is the Sheriff being afraid of water.
One thing that needs to be noted is how important the character's INNER CONFLICT is when answering "what is stopping the main character from getting his goal." In many cases, it is this element (of seeing a character overcome his fears), that moves an audience the most.
I'll talk more about just what INNER CONFLICT and OUTER CONFLICT is i the next tip.