Solving your problem is a good way to find ideas. You know the problem well and the context the problem is in. However, if your work life, social life or life in general is not too varied, finding a problem to solve can be a problem in itself. Not being respectful and some people live quite contented lives like these, but living a simple, straight forward, suburban life style can be hard to find pain problems.
So to increase the ways of gaining problem to solve, getting out there to experience different aspects of life and talking to other folks are two sure way of find problems to solve. The side effect is that you will be a more rounded character and will, most probably, enjoy life much more.
The problem is that people could be insincere, non-rational or ignorant. I doubt they will know what their problems are, what they are willing to pay or what the solution could be. There's a great quote by Henry Ford: "If I had asked people what they wanted, they would have said faster horses."
For Nathan his pain point could be something related to writing and publishing books. I think this would be a much better problem domain since he is a user and I am sure he has some problems regarding this process that could be improved.
So to increase the ways of gaining problem to solve, getting out there to experience different aspects of life and talking to other folks are two sure way of find problems to solve. The side effect is that you will be a more rounded character and will, most probably, enjoy life much more.
Basically, this is what Nathan is saying.