P.R. Halmos 
Hilbert Space Problem Book [PDF ebook] 

From the Preface: "This book was written for the active reader. The first part consists of problems, frequently preceded by definitions and motivation, and sometimes followed by corollaries and historical remarks… The second part, a very short one, consists of hints… The third part, the longest, consists of solutions: proofs, answers, or contructions, depending on the nature of the problem….This is not an introduction to Hilbert space theory. Some knowledge of that subject is a prerequisite: at the very least, a study of the elements of Hilbert space theory should proceed concurrently with the reading of this book."