You can ask for information from a person this way.
"Tell me ___" is very direct, so you should probably use it when you're in a more powerful position than the person you're talking to. For example, a police officer can say to the witness of a crime:
Tell me what happened.
A teacher can say to a misbehaving student:
Tell me why you did this.
If you're not in a position of authority, you should find a more indirect way to ask for information.