Is the word "what" a pronoun in the question: Do you know what I mean? I would be grateful for any suggestion.
Do you know what I mean?
The "standard" classification for what in this context—a 'free' or 'fused' relative clause—is relative pronoun.
This classification ignores (or begs) a lot of very important questions such as
- whether this what is the same word as interrogative what? in What do you mean?
- whether this what is the same word as adjectival or determinative what in What song the Syrens sang or what name Achilles assumed when he hid himself among women, though puzzling questions, are not beyond all conjecture.
- whether this what is in fact not a pronoun but a fused-head determiner
- whether this what is properly classified as relative given that it can head only fused relative clauses and not (except in dialect use) the more central bound relative clauses
If you're really interested in any of these, throw up another question. But if all you care about is what answer to give on an exam, say "relative pronoun" and move onto something more useful.
I read this as indicating another phrase, I forget the exact term for this kind of sentence. It almost helps to put it in parentheses.
Do you know (what I mean)?
In that sense, what is the indicator that the phrase is dependent. That makes it seem like a preposition, but it is generally considered a pronoun, because sentences like "What does that mean?" make "what" the object of the sentence, like a noun.