Every story comes with questions, and not just in dialogue. A part of every plot arc should be where the characters encounter some fork in the road, and the challenge begins. Depending on the style and genre of the story, the questions for that situation can come up long before the choice presents itself, at the moment a decision must be made, or in painful hindsight - or in any combination. How those questions are presented will not only fill in details about the characters involved, but will prompt the reader on what kind of story this is.
A part of writing a particular genre involves how the questions are presented. A mystery/thriller leads with questions - What just happened? Why is our character in the middle of this? Who did it? A mystery, by definition, is about answering questions, so something better grab the reader's interest quickly. A thriller takes a different approach, where the action and suspense presents itself, leaving the reader to wonder what is happening, and how everything led to that situation. Mysteries that don't lead with questions aren't very mysterious, and thrillers that don't have the reader trying to figure out what is happening aren't very thrilling.
Most other genres, however, do not have as simple a structure when it comes to questions, and at that point we have to decide how to place them into the stories. Does the character approach situations analytically, placing the questions before the reader, or do they act, leaving the reader to consider whether that particular action was the best choice. And, of course, if these approaches aren't successful, how does that make the character look in the reader's eyes?
There are two categories of question situations that will engage the reader. The first is where the character experiences the a choice presented by the narrative. These are situations where the reader and the character are on the same page (so to speak) and have an equal body of information. Depending on whether or not the reader and character make the same decision, the reader may change their mind about the kind of person the character is. It is very investing, as they share the same situation.
The more dramatic questions come from when there is an imbalance of information. If the character is heading in a particular direction, but the reader knows that there is danger in that, the drama ramps up. If the reader is invested in a protagonist who is heading to his car, but knows a bomb is planted under the driver's seat, then there's alarm. Suspense. He's heading for danger! Take a cab! Drop your keys so you have to look under the seat! And conversely, if the character knows more than the reader and makes choices that the reader doesn't fully understand, the reader will read on, looking for answers (hopefully). This is more difficult, as if the character's actions seem totally inexplicable, the reader might give up on them entirely.
Think about where the questions come up in your story, and how they drive the plot. Furthermore, think about whether you are using them to build suspense, or to invest the reader. It will define the genre as well as your writing voice.
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