The 9 Dots Problem
The best hint, in my view, is to mention that often, when solving a problem, we implicitly impose constraints that have not come with the problem. One classical example is where nine dots are arranged on the sides and the center of a square as in the picture below.

The solution lies in the observation that it's permissible to cross square boundaries.

Now, try to think of a restriction you imposed on yourself which was not inherent to the problem.
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As an aside, Lars Hellvig from Stockholm, Sweden picks up this line of thought and points out even more of self-imposed restrictions that I missed considering the 9-point problem above.
Xinding Sun from University of California, Santa Barbara found yet another twist to the problem.
Further variants are discussed at the CTK Exchange - the old archive.
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