The first step in any research is to decide what to study. Choosing the right question is essential for producing relevant knowledge. This is not to say that relevance should be subordinate to rigour. They are both important. A relevant question which is analysed rigorously produces valid knowledge that both advances theory and informs practice. A rigorously performed study on an irrelevant question may advance theory but does not inform practice. The purpose of this essay is to provide a discussion of how to choose and formulate important research questions and to share the results of a survey on important management challenges in China as possible topics to guide future research.