There is no decision problem that is (unconditionally) known to be in $coNP \setminus NP$. If we had a decision problem that we could prove is in $coNP$ and could prove is not in $NP$, then we would have proven that $NP \ne coNP$, from which it follows that $P \ne NP$. In other words, if we knew of such a problem, a proof that is in $coNP \setminus NP$ would provide a proof that $P \ne NP$. But of course we don't know of any proof that $P \ne NP$; that is a famous open question.
For similar reasons, there is no decision problem that is known to be in $NP \setminus coNP$.
The closest we have is the following: we know of decision problems that are in $NP \setminus coNP$, if $NP \ne coNP$. For instance, if $NP \ne coNP$, then SAT is in $NP \setminus coNP$. (You can replace SAT with any other problem that is known to be NP-complete.) It is widely conjectured that $NP \ne coNP$, so SAT is a good candidate for such a problem -- but we don't know any proof that $NP \ne coNP$ (that's another famous open problem).
We can also say that if $NP = coNP$, then there is no decision problem in $NP \setminus coNP$. From this plus the above discussion, we obtain the following useful fact:
There is a problem in $NP \setminus coNP$ if and only if $NP \ne coNP$. If there is any problem in $NP \setminus coNP$, then SAT is one such problem.
The same remains valid if you replace SAT with any other NP-complete problem. Symmetrically, we also know:
There is a problem in $coNP \setminus NP$ if and only if $NP \ne coNP$. If there is any problem in $coNP \setminus NP$, then TAUTOLOGY is one such problem.
You can replace TAUTOLOGY with any other problem known to be coNP-complete.
So, this is pretty much a complete characterization of those classes, up to our lack of knowledge whether $NP=coNP$ or not.