Katznelson’s Intro to Harmonic Analysis has some of the craziest exercises I’ve seen in my career. I have fond memories of our professor assigning problems that looked good, then one of them turned out to be a longstanding, historical, genuinely difficult problem. Decades in the making kind of problem. My proof for it was three cramped pages long, and only afterwards he said he wasn’t going to grade it for accuracy. Oof.