You can ask people "What do you think...?" to get their opinions on something:
What do you think this sentence means?
But people also ask "What do you think...?" to kind of make fun of a person for not knowing something, or to get angry at someone for asking a dumb question:
A: What are you doing?
B: What do you think I'm doing? I'm cooking dinner!
The same applies for other question words: "Why", "When", etc.:
A: Hello? Who's this?
B: Who do you think it is? It's me!