I take my Italian grammar exercises and in 20 minutes always appear something urgent to do....

There's no verb for this in English, you have to use something like "to be indecisive". You could also go with 'to vacillate' which is to go back and forth between two options without being able to decide. An uncommon idiom for this is 'to fence-straddle' or 'to waver'.

When you “don’t know what to do” you are probably sitting around bored and trying to figure out what you could or should be doing.

do nothing ? :) hehe

I try to think about it carefully if I can