If you mean a question a writer poses before he or she provides a particular answer in the form of an essay, the question is said to be rhetorical. (example – “Have you ever had one of those days when everything seemed to go wrong? Well, I had one last Tuesday…”)

If you mean the question that you are trying to solve in a science project, it is called the problem. (example – “Which will clean a copper penny better, lemon juice with salt or vinegar with soda?”) On this one, the hypothesis is the expected answer.

Your poster who said it could be a thesis is correct if by leading question you mean the general idea you are trying to address. A thesis is generally a statement, not a question.

Part of Speech: noun

Definition: suggestive question

Synonyms: clue, feeler, fishing question, hint, indirect question, leader, poser, prompt, prompting, reminder, stumper, suggest, trial balloon, trick question