Be cynical. Cynicism, from wiktionary:
- A distrustful attitude.
- An emotion of jaded negativity, or a general distrust of the integrity or professed motives of other people. [...]
- A skeptical, scornful or pessimistic comment or act.
Murphy's law: Anything that can go wrong will go wrong.
Read lots of xkcd.
How did "the world" reach the state of utopia? How did utopia develop? Perhaps thinking about history/development you may find conflicts, tension, alternative routes that lead to less utopian situation.
Perhaps thinking about limits. Limits on resources, scarcity. Anyone can have anything? Distance. Can they go anywhere, anytime, instantly? Are there different regions, countries, planets? Limits to time. What if there is too much that people want or need to do, but there is not enough time? Limits on people. Anyone can do anything, or are there classes, professions, roles, opportunities, luck? What is the structure of society? What about animals, plants, aliens, viruses, geology? Even stars can have problems. :-)
Update: Discworld series of novels by Terry Pratchett puts all that together (and much more). Obligatory read. :-)