I felt like that, when i finished my first programmin course i was like, well how do i make something useful now? Because you know i could solve some Euler problems. Finally when i started to "get it" was simply when i started to do it.

E.g You break your problem in pieces and start making something. Wanna make a music player? Well how do you play music oh theres a library that you call song.play, cool. How do you read the tags? How do you get the files? Isnt a playlist just an array? And so on...

This is the approach that worked for me.