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!