Motivated by Amit Kumar Gupta's answer about the continuum hypothesis, let me add an example that is less natural but has inspired an amazing amount of set theory, namely Suslin's Hypothesis. This conjecture, proposed in 1920 and now known to be independent of ZFC, says that the real line with its usual ordering relation is characterized up to isomorphism by the following properties:

• dense linear order without endpoints

• Dedekind-complete

• No uncountable family of pairwise disjoint open intervals.

The point of the conjecture is that it was proved much earlier by Cantor that one gets a characterization of $\mathbb R$ if one puts in place of the last property the stronger statement that there is a countable dense set. So Suslin is simply asking whether one can weaken this separability assumption to the third property in the list above (often called the "countable chain condition"). I can't claim that this question is anywhere near as natural as the continuum hypothesis, but what makes it important (in my opinion) is its impact on the development of set theory. The fact that Suslin's hypothesis is false in Gödel's constructible universe $L$ was one of the first applications (and probably a major motivation, though I don't actually know that) for Jensen's theory of the fine structure of $L$, a theory that has grown tremendously as a component of the inner model program in contemporary set theory. The fact that Suslin's hypothesis is consistent with ZFC was the initial application and the motivation for the theory of iterated forcing, now a central tool in set theory. It also provided the occasion for the invention of Martin's axiom. That axiom and the combinatorial principles isolated by Jensen from the fine structure of $L$ have become standard tools for proving independence results without explicitly referring to forcing or to $L$.