This phrase is used to check how committed someone is to an action or plan. For example, if you think someone's making a bad decision, you can ask:

Are you sure you've really thought this through?

In casual English, you can sometimes leave out "that":

Are you sure it’s sturdy enough to support your weight?

You can also use "Are you sure..." to check that someone is sure about a fact. For example, if the telephone isn't working, you might ask:

Are you sure the bill's been paid?