This happened to me on my last hire, I asked what I should work on and didn't get much direction at all. I think I wasted like a year doing the wrong things and strongly considered quitting during that period.

Then I figured that just as I got rather vague direction on what I should do, there also wasn't anyone telling me what I should not do. So I started doing things in the intersection of being interesting and beneficial for the product.

So my advice would be: If there's no concrete problem to solve, find one that you like and be glad that you were given the freedom to do so.