I thought this was my imagination, that it was purely coincidence that the solutions to my problem sets would come to me in the mornings, but my psychotherapist assured me it was real. Elsewhere I have read that one function of sleep, for humans anyway, is that it enables us to solve problems.
Did you use some form of presleep self talk, think about the problem just before bed... It's a fascinating idea.
However it also doesn't work to beat at the problem so hard that I stay up all night without sleeping.
I'm afraid that I didn't clue into this until _graduate_ school. As an undergrad I quite commonly didn't start my problem sets until the night before they were due.