A work of fiction should be a series of interlocking questions. Think of these questions as links in a chain that pulls the reader through each scene and through the novel.
The questions within the book should be ongoing. Before you answer one question the reader has, you should have several more set up so the reader doesn't say "oh, now I understand" and put down the book never to finish it.
The questions can be action questions-- Will the heroine rescue the baby before it crawls into the well? Will the hero kiss her now?
The questions can be character questions-- What happened to Mary that makes her so nervous around men? Why does Jim hate Bill?
The questions can be setting questions-- What is beyond the next bend in the road? Where is the dragon hiding? Why does the lab have smoke in it?
The questions can be plot questions-- Will Tom rescue Pam from the burning building? How will he do it? What did the robber steal from the safety deposit box that the Mafia wants so much?
The questions can be minor questions which can be answered in a few pages-- Will Pam say yes when Tom asks her out?
The questions can be major questions that take the whole book to answer-- Who killed Bill and why?
Writing interlocking questions is a complicated dance between the writer and the reader. The writer wants to give just enough information to involve the reader and urge her forward in the narrative, but not so much information that the reader becomes bored.
The reader sees the questions and their answers as clues and reading the story is a mystery she wants to solve for herself. The reader not only wants to know what happens next, she also wants to make guesses at what will happen next and why.
To see the power of interlocking questions, just consider the Harry Potter series. These books were not only good individual reads full of interlocking questions, the interlocking questions extended through the series. People talked about these questions, they puzzled over these questions, and they argued over these questions as each book came out.
If JK Rowling had explained everything early on, the series would not have been so popular, and the readers would not have been so invested in the characters.
How do you write interlocking questions?
One trick is to think of yourself as the reader. What will the reader want to know at that moment in the narrative? What questions can you answer and what answers can be held back?
When you are plotting your story out, you will be thinking about the who, what, when, where, and why of each event. Decide what information from the Five W's the reader needs immediately, and what information can be seeded through the narrative as questions and answers.
Every answer you give to an important narrative question should lead to more questions-- Jim couldn't possibly have killed Bill, but why has he confessed to the murder? Could he be protecting someone else? Who and why?
A good way to see how interlocking questions work is to study how a good author uses them.
Pick a favorite author who really sucks you into their books and keeps you flipping the pages. Go to the author's website and find the sample chapter or chapters of one of their books. Print those pages, get the highlighter out, and mark every narrative question you find. Notice how the small questions and the larger questions work together.
Or you can pull out a favorite book from your keeper shelf and read it while paying attention to the interlocking questions.
During all this, remember that the writer and the reader have one important question foremost in their heads as they write and read-- What happens next?