The interrogative (question word) what functions as a determiner in such questions, which means that an indefinite article, also a determiner, cannot be used.
This might seem clearer in a sentence where the what doesn't come at the beginning and the answer is already known:
You want what topping on your ice cream? "What's wrong with pickle relish?"
You want a topping on your ice cream? "What toppings do you have?"
You want this topping on your ice cream? "No, I want that one."
What performs the same determinative function as a and this. You only need one of these words to let someone know what topping you're talking about.
Exception: in the idiom
What the hell is going on here?
the hell, although the is also a determiner, only functions as an interjected intensifier and doesn't affect the grammar of the sentence.
What may have confused you is that when what is used to begin an exclamatory sentence, the indefinite article will always come after what if the following noun is singular:
What a total mess! "What mess?" he asked, kicking through a pile of newspapers and a tin can.
What a great looking car! "What car? I don't see one in the street."
What a stupid mistake I've made! "What mistake did you make?
What a beautiful bouquet of roses! What roses? Those are carnations.
When the noun is plural, the noun has no article:
What gorgeous flowers!