I signed up for Introduction to Comedy Writing at The Second City, but the class has been pushed back two weeks. So I'll further indulge myself with theory. 
 
One of the precepts of improvisational theater is that nobody is to ask questions. Players who ask others for the identity of the characters, the setting, what they are doing, or why, are trying to relieve themselves of their responsibility to advance the scene. They are asking the others to build the scene without them. 
 
Taken to an extreme, a scene might open with 
 
Simplicio Who the hell are you? 
Salviati You don't know who I am? 
Simplicio No more than you know me. 
Salviati All right, who are you? 
Simplicio That should go without saying. 
 
This opening fails the three-lines rule (see below). After five lines, the audience knows that the characters are peevish, arguing, in no place in particular (though the audience may wish it were Hell); they cannot guess why there is an argument, except that pointless argument is a sign of peevishness. 
 
I don't think literally every interrogative sentence hampers the scene. I can imagine a scene that opens with one character hugging the other and saying 
 
Sagredo You know I love you? 
Portia You're my brother, you have to love me. 
 
This opening implies a lot about the characters and their inner lives: Sagredo may be a little insecure, or may be comforting Portia. Portia's response suggests he has reasons to be insecure; and they are brother and sister. The opening line is a question in form, but together with the hug, it conveys information and advances the scene. The question is a declaration in disguise. 
 
The setting of the scene, if made clear by business* or posture, can also turn questions into actions. The Simplicio/Salviati lines above would advance the scene a lot, if it were clear the scene opened with the characters in bed. 
 
* Business is a stage term meaning "unspoken action by one or more players." The word may appear as a direction in scripts to indicate visual gags too elaborate to describe — as scripts for Harpo Marx often did. 
 

Posted by: Fritz Anderson