The question is what I should do next.

Literal

Problem [topic-は] next [at-に] what [obj-を] should-do [nom-の] [Q-か].

An elliptical/open-ended sentence ending in か — either treated as a direct question 'what should I do next?' or as an embedded question without a main clause. The のか makes it an explanatory question. Pensive, contemplative feel.