Believe it or not, some people have actually cried 96 Tears over where and when to use a question mark. It's not always as straightforward as one might think. In fact, sometimes it's downright mysterious - some might say, "It's a Mysterian." We'll begin with the obvious and end with the less so.
The question mark is used to mark a direct question, to indicate an editorial doubt, or (occasionally) to express surprise or disbelief.
Within a sentence. A question mark is used within a sentence at the end of a direct question. If the question does not begin the sentence, it need not start with a capital letter.
If a question mark and an exclamation point are both called for, only the mark more appropriate to the context should be retained.
Indirect question. An indirect question never takes a question mark.
Indirect one-word question. When a question within a sentence consists of a single word, such as who, when, how, or why, a question mark may be omitted, and the word is sometimes italicized.
Courtesy question. A request courteously disguised as a question does not need a question mark.
With quotation marks, parentheses, or brackets. A question mark should be placed inside quotation marks, parentheses, or brackets only when it is part of the quoted or parenthetical matter.
Wipe those 96 tears away now that question marks are no longer mysterious!
Source: The Chicago Manual of Style.