How do I say 'what'?

什么 is grammatically simple — place it where the unknown information goes — but socially sensitive to tone. A neutral 什么 question is just a question. A sharp 什么 can express anything from disbelief to anger.

The colloquial 啥 is essential listening comprehension for northern China and increasingly the internet. 你说啥？, 干啥呢？(doing what?), and 没啥 (nothing) are daily speech, not slang. Southern speakers use it less but understand it perfectly.

A common foreign-learner pattern is overusing 什么 in situations where Chinese would use a more specific question: 怎么回事 (what happened / what’s going on), 什么事 (what’s the matter), or simply stating the unclear part rather than asking “what” at all. The more specific your question, the more natural your Chinese.