Why is the sky blue?
Why is the sea walter salted?
Why there is winter and summer?
Kids are always asking why and they seem to learn. Could this strategy be useful?
That is what is called elaborative interrogation.

Elaborative interrogation
Elaborative interrogation is a strategy for remembering better. The learner reads or listen to the information and then generates questions. Then he tries to derive possible answers that define the cause-effect relation between subject (sky) and the predicate (blue) . That engages the studens in a process of active learning
Main questions used are the usual suspects why? who? when? what? and how?
Does elaborative interrogation work?
In a famous 2013 about the efficiency of different study techniques elaborative interrogation was shown to work, while very used techiques as highlighting or rereading performed better. https://doi.org/10.1177/1529100612453266
Why elaborative interrogation works?
Elaborative interrogation works by establishing a relation between the new knowledge from which questions are extracted and the old knowledge from which answers are derived.
As you connect new information to old one the mental structure becomes more consolidated and forgetting gets more difficult.
Self explanation vs elaborative interrogation
Another technique that has been widely used is self explanation. Is self explanation better than elaborative interrogation?
One study (pubmed.ncbi.nlm.nih.gov) tried to examine the effectiveness of two learning strategies, self-explanation and elaborative interrogation, for the retention of scientific facts. University students (N = 55) were asked to learn facts about the cardiovascular system using one of three approaches. Self-explanation participants were required to explain what the facts meant to them and how they related to their prior knowledge. Elaborative interrogation participants answered "why" the facts made sense. Finally, the control group simply repeated the facts aloud. Self-explanation participants significantly outperformed elaborative interrogation and repetition control participants on measures of cued recall and recognition. Elaborative interrogation was no more effective than repetition.
Although this study goes against elaborative interrogation, it may also be interpreted in the way that is the explanation and not the question what makes the learning stick.