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I just came across the sentence given above in the question, and think that it isn't grammatically correct such that the correct one would have to be as follows;

The only problem is where we start looking?

OR as follows;

The only problem is "Where do we start looking?".

Another sentence that is quite similar in structure to the original sentence is;

The main secret of thoughts is where do they come from?

I'm interested more in knowing the structure of the valid 'where' clause in the sentence.

Is the original sentence similar to eg: "I do not know where do we start looking?"?

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The matter of how to format the sentence “The only problem is where do we start looking?” is not so much one of grammar as it is one of style.

The sentence mixes a direct observation with a question and the way you punctuate or capitalize with the sentence depends on which style authority you adhere to. So it is reasonable to format the sentence in any of the following ways:

The only problem is where do we start looking?

The only problem is, where do we start looking?

The only problem is, Where do we start looking?

The only problem is: Where do we start looking?

The best source to back this up I found was Grammar Girl (see Indirect Questions Mixed with Direct Questions).

As for the last part of your question: The same basic idea is conveyed by both of the sentences:

The only problem is where do we start looking?

I do not know where to start looking.

  • Are you saying "The only problem is where do we start looking?" is formal and grammatical? – Zeeshan Ali Apr 24 at 9:57
  • @zee It is grammatical, but there are more formal ways of expressing the idea. To wit: simply saying "Where do we start looking?" – rpeinhardt Apr 24 at 15:45
  • Is the question mark grammatical in the original sentence? – Zeeshan Ali Apr 25 at 5:41
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    @Zee Yeah. You'd say "The only problem is, where do we start looking?" If you phrased it like this: "The only problem is where to start" You could probably end it with either a period our a question mark. The tone would change subtly depending on which punctuation you use. – rpeinhardt Apr 25 at 6:06

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