When you ask a rhetorical question, you don't really expect an answer. The answer is understood. Like when you ask, "Why me?!"
When something is rhetorical that means it is made for style or effect, likewise a rhetorical question is a question that is asked for mere effect, rather than a question that needs to be answered. Questions like “Who knew?” or “Who's better than me?” are often rhetorical. If someone asks a question when they actually do want an answer but they are not getting any response, you might hear them say, “It’s not a rhetorical question; I want an answer.”