The paper reports about several actual problems of the solar wind and solar energetic particle studies. Primary focus is on unsolved questions. The clear and sharp boundary in the phase space between solar wind plasma particle populations and “solar energetic particles” does not exist. Because of this separate consideration of “solar energetic particles” has only limited applicability and needs some reservations, which should be clearly stated and not forgotten to avoid possible errors and misinterpretations, which sometimes happen in the literature. In any case, the solar wind particles often serve as a big reservoir for acceleration (or cooling) of less abundant energetic particles. Solar wind and solar energetic particles are just two selected populations (big and small) in their joint distribution functions. It is very difficult and even impossible in many instances to have demarcation between particle populations in the energy space or indicate their ultimate “origins” in the coordinate space. It is because of the absence of localized “accelerators”, “heaters” or “sources” of particles. All these three categories mentioned above often have very limited physical meaning, but sometimes they can be useful and localized in the momentum and coordinate space. We are still too far from complete knowledge and understanding of many relevant questions in this regard.