Sometimes when speaking to speakers of English they will ask you a question. This question may be stated in a way that is confusing to the non-native speaker. I have seen many such people get confused and even say "Why is he asking me this"? This may very well be a rhetorical question.
rhetorical (ret/or/ik/ul) — adj 1. concerned with effect or style rather than content or meaning 2. of or relating to rhetoric or oratory
This type of question is not meant to be answered as it is asked as a means to show oratory skill or to cause the person being asked to think about something. An example of the first use is when someone says something to another person that is so obvious that the other person may respond, "Do you think I'm stupid or something?" This style is used to show irony as well, "If practice makes perfect, and no one's perfect, then why practice?"
The second use is a common method of professors as a means of getting their students to think. It might mean that a question is asked in answer to a question. An example of this is, "Professor, how do you tell whether a chemical reaction will be exothermic or endothermic?" The Professor will answer, "Can you tell me the difference between these 2 processes?"
And, of course, rhetorical questions can be used for comedy as well. An example is, Isn't it a bit unnerving that doctors call what they do “practice”? or If someone with multiple personalities threatens to kill himself, is it considered a hostage situation?