I have this too. I think the trick is to pick a problem that you want to see solved (rather than just find interesting in its own right).

But I would not fret too much about this: everyone's lives are filled with unfinished projects. Just figure out which ones are important and finish them.

Alternatiely, no project is ever finished, some are less incomplete than others.

For me, the patience and discipline to finish things is gradually growing with the passage of time.