Learn Spanish (Latin America): Yo no tengo un problema.

In Spanish, most words ending in 'a' are feminine, but problema is a very common exception. It is a masculine noun, which is why we must use the masculine word for 'a', which is un.

Is there a trick to help me remember that problema is masculine?

Yes! Many Spanish words that end in '-ma' are masculine because they originally came from the Greek language. Other common examples you will learn soon are el idioma (the language) and el sistema (the system).

Why does no come before the verb tengo?

In English, we use helper words to say 'do not have'. In Spanish, making a sentence negative is much simpler: you just put no directly before the verb. So, 'I do not have' is simply no tengo.

Do I have to say yo, or can I just say no tengo un problema?

You can absolutely drop it and just say no tengo un problema. The verb tengo already means 'I have', so the word yo (I) is optional. Spanish speakers often add it for emphasis, like saying 'As for me, I do not have a problem'.