The short answer is to think in terms of problems and not in terms of solutions. This means that you should think about how to present a problem and not about how one should solve it.
The longer answer is about utilizing the tools of the improve theater in order to make the problems that you've set solvable.
Probably the most important tool that you have is this simple phrase. It means that you agree with what your players give you, give them the option to try to do what they want, often-times letting them solve their problems in whatever way they come with, but you add something of your own when doing so. It doesn't necessarily mean that you give them anything that they want, or that you can't create some challenges, but just that you don't say no ahead of time. You'll be surprised from the kinds of stories that it can create for you.
Originality is everything
The problems that you should present to them should be diverse, but more than that, they should be original, they should feel unique, they should feel different from each other. This originality should serve a greater purpose; it should give them something to think about. Most of the challenge here is spent in their heads. This is the dirty trick of improve-GMing, the entire challenge is in the players' heads. The way to do that is by giving them things to think about. Let them plan how to solve those problems, and let their solution succeed at the end.
But don't spend too much time thinking
The game, the story, they should flow. This means that you should go according to the first things that come, that pop to your minds. Those complications that you add in order to make them think that there is a challenge here, those complications are the first things that pop to your mind. Some improvisers call it their "obvious", and it is not such a bad name for it. You'll be surprised by how much your "obvious" seems original to anyone else.
A few things that may help you and just didn't fit elsewhere.
Firstly is a little "game" that a great GM once taught me. He GMed for a group and was stuck with no ideas for what to do for the reminder of the session as he was way ahead of schedule. He came with a little "game" or challenge that he called "100 doors". The idea was quite simple- There is a maze or something with 100 doors, one after the other, and each one of them numbered. Each door should be opened, in order to get to the next one. The important thing, though, is that each one should be opened in a new and original way. It doesn't matter which way, just that it wasn't used before. This is a tool that I used ever since to get my players into the improvisational spirit.
Secondly is a nice introductory book called "Play Unsafe". It is a really nice book, which can serve as a nice introduction to the improvisational world. After finishing it, or if you wanna jump to the real thing, go for Impro or for "The Improv Handbook", both of them will prove priceless.
Thirdly, reading and watching genre works will give you the inspiration you need in order to improve your "obvious". More than that, it will help you to determine when you should say no, when it doesn't fit the genre and the tone of the game.