I am wondering what problems* have interesting and non-trivial analogues to finite fields. For example, the Kakeya needle problem, which is usually stated in $\mathbb{R}^n$, can be asked in $\mathbb{F}_q^n$ with delightful results.
Kakeya Conjecture. The Kakeya Conjecture asserts that every set in $\mathbb{R}^n$ which contains a unit line segment in every direction has Hausdorff and Minkowski dimension $n$; this has been proven only for $n=1,2$. What about in $\mathbb{F}_q^n$? Rather than ask about dimension, we should ask for the minimum size of subset of $\mathbb{F}_q^n$ that contains a line in every direction; and it turns out this number is bounded below by $C_nq^n$, where $C_n$ is a constant dependent only on $n$.
*I use 'problems' as a shortening of 'problems, conjectures, theorems, etc.' for a more concise title; but I am interested in all of the above.
The classification of simple Lie groups over $\mathbb R$ and $\mathbb C$ (Killing / Cartan) predated and, at least partly, inspired the classification of finite simple groups, which, at least to a great part, is made up of simple groups of Lie type over finite fields (Chevalley, Steinberg, Tits, Suzuki / Ree ...). Of course now it's exactly the ones that are not of Lie type which often get the limelight, but still ...