Big list of "guided discovery" books K. P. Bogart wrote Combinatorics through Guided Discovery, available freely online. In the preface, he writes (emphasis mine):

The point of learning from this book is that you are learning how to discover ideas and methods for yourself, not that you are learning to apply methods that someone else has told you about. The problems in this book are designed to lead you to discover for yourself and prove for yourself the main ideas of combinatorial mathematics. There is considerable evidence that this leads to deeper learning and more understanding.

Can you recommend other books that are similar? Note that "guided discovery" can take a few different forms.

One of my favorites is Grimmett and Stirzaker's One Thousand Exercises in Probability, which is what it sounds like.
There's a companion book with more of the theory but also plenty of exercises called Probability and Random Processes.
