Dr. Sanjay Kumar Sahu discusses identifying and selecting an appropriate research problem. He explains that a research problem should address a gap in existing knowledge, be novel, and be significant and practical. The researcher must also have the necessary skills, data, equipment, time and funding to study the problem. When selecting a problem, the researcher should analyze literature in their field, study recommendations from previous research, and consider problems identified through their experience, classroom discussions, or by surfing the internet. The problem must interest the researcher and be within their intellectual capabilities. Following these criteria helps ensure the selection of a suitable research problem.