Problems You Have Yourself
Why prefer your own problems? Two reasons. You know the problem is real, because you have it. And you are living proof that at least one user exists.
When you solve someone else's problem from the outside, you're guessing at both the problem and the solution. When you solve your own, half the guesswork disappears. Drew Houston didn't survey people about file syncing. He forgot his USB stick one too many times and built Dropbox.
This is also why founders in their early twenties keep building tools for people in their early twenties. It's not narcissism. It's the only market they have firsthand data on.
Key idea
Your own problems are the only ones you're certain are real. Solving one gives you a guaranteed first user: you.