I recommend you find a single problem that is difficult to solve and make it a constant subject of your thoughts. Just like Einstein was able to rack his brain over his thought experiments, you should have large enough questions that you can think about them at every hour of the day and still not solve them.* This may even become frustrating when you’re failing to figure out a solution—good. You’ll have to keep challenging yourself to learn more to develop an intuitive sense of the problem and find a solution toward it. Use this as your approach to learning and innovation.
*Robert Greene’s Mastery describes how Albert Einstein worked in a patent office and finished his tasks quickly to use the rest of his time on his scientific endeavors. Much of his work went on in his head and he was able to think about solutions anywhere and everywhere so they could consume his conscious, even while at the patent office. For more on becoming a master, read Mastery.