Contrary to a philosophical tradition which maintains that sense perception is the starting point of knowledge, this chapter maintains that problems are the starting points of knowledge. This raises the questions: What are problems? How are problems posed? How are problems solved? The chapter gives an answer to these questions, arguing that problems are questions to be investigated in order to solve them; problems are posed by analysing the terms of the problem, namely the conditions that must be met to solve it; problems are solved discovering their solutions by the analytic method, therefore, knowledge is problem solving by the analytic method. The chapter also argues that the view that knowledge is problem solving by the analytic method permits to give an answer to the question: Is there any a priori knowledge?