An interrogation is a question or an intense questioning session. Police do interrogations of suspects all the time.
Have you ever heard someone say, "What is this? An interrogation?" People say that when they feel like they're being questioned a little too much. An interrogation can mean a single question or a series of questions. Police stations usually have interrogation rooms for questioning suspects. When someone is doing an interrogation, they're looking for answers, and it's usually about something very serious.