Research is not passive reporting, it is a search for answers. A research question is what drives your research project; it is something that you want to know about your topic and it is something you want to explore and try to answer in your research project.
Research typically begins with a topic that has piqued your curiosity. When you're researching a topic, you typically are interested in questions of who, what, where and when.
As you learn more about your chosen topic, however, you'll discover that scholars may have different approaches and arguments about the topic, and you'll start to ask your own research questions. Research questions typically begin with why or how.
When you've selected a research question to explore and are ready to make an argument as to how to answer it, you'll come up with a thesis.