Check out Questions Jesus Asked by Joel Giallanza. Jesus asked scores of questions of people. Many are recorded in the the Gospels. The questions I most hear from Jesus are, "Who do you say that I am?" "Do you love me?" and "Why do you call me 'Lord, Lord' but then not do what I say?"
The question I seem to ask Jesus most nights as I lie in bed saying my prayers is, "To whom can I go?"
That question first was posed by the Apostle Peter. You probably know his famous answer. "You alone have the words of eternal life."