It helps yo to analyse and create different ideas in mind to try it.How stupid it may sound may it makes you think. But care must be taken not to take it too serious as its only to develop the inquisitive attitude.
It also helps to build the confidence upon seeing a difficult question.One must not be shocked in exams on seeing one ..so it prepares you before hand atleast to try and run your mind.
It should be done on a weekend and use the time to just think about it and if you solve it, you will get pleased if not atleast you tried something productive.