哪 is 那 (that — which you learned) with a mouth 口 attached: 'that' turned into a question by asking it aloud. Chinese built its question words by putting mouths on statements.
哪 asks the essentials: 哪儿/哪里 (where?), 哪个 (which one?), 哪国人 (person of which country?). 你是哪里人? — 'where are you from?' — is the second question every new acquaintance asks (right after your name). And as an exclamation, 天哪! is 'oh heavens!'. Point at 那 (that) to state; open your mouth 哪 to ask.
'That' 那 with a questioning mouth 口 — WHICH? WHERE?
那 (that) and 哪 (which) differ by one mouth — statement vs question, one radical apart.