A few of my more recent works in progress tend not to have a concrete villain. Rather, the type of conflict involved in the story is more Person vs Self, whereas the main character learns about themselves, overcoming their own self-imposed obstacles or reaching for goals where they do not (or cannot) rely on others to help.
Person vs Self is an internal conflict — the struggle for the character takes place in their own mind. Generally it has to do with making a tough decision, perhaps between what is right and wrong (or trying to determine what is right and wrong), or overcoming mixed, strong emotions.
A well-rounded story usually has both internal and external conflict to keep it moving and interesting, but internal conflicts are probably my favorite to write about. I love digging deep into a character’s emotions and motivations, figuring out the whys to their actions. Seeing them overcome their own doubts, nature, and prejudices make the ending of the story so much more satisfying to me.