Written language and conversational language are often
quite different. In fact, what's normal, common, and acceptable
in spoken language is often considered unacceptable in
written language. This is one of several Hints on some of
the differences.

In written language, questions are seldom single words,
but in conversational language, one- and two-word questions
are common. "Wh-" questions are often "abbreviated" in
spoken English, but other one- and two-word questions are
also common. They're especially common when someone
has not understood or has not heard what another person
just said:

Excuse me?, Pardon me?

These two-word questions indicate, politely, that the listener
didn't understand or didn't hear what the other person said.
They are both spoken with question (rising) intonation.

A: Joe was in an accident.
B: Excuse me? (Pardon me?)
A: I said, 'Joe was in an accident.'

(B didn't hear or didn't understand what A said.)

Sorry? / What's that? / Come again?

These questions also indicate, politely, that the listener didn't
didn't understand or didn't hear what the other person said.
Like "Excuse me?" and "Pardon me?," they are said with
question (rising) intonation.

A: Joe was in an accident.
B: Sorry? (What's that?) (Come again?)
A: I said, 'Joe was in an accident.'

(B didn't hear or didn't understand what A said.)

 

What?

This conversational question can also be used to show,
informally. that the listener didn't understand / didn't hear
what the other person said:

A: Joe was in an accident.
B: What?
A: I said, 'Joe was in an accident.'

(B didn't hear or didn't understand what A said.)

 

What?

If "What?" is stressed and has very high intonation, it can
also indicate that the listener is shocked at what he/she heard.

A: Joe was in an accident.
B: What?(stressed, high intonation)
A: It's true. A truck ran into Joe's new car.

(B was shocked at what A said.)

Say what?

This two-word question indicates, very informally, that
the listener didn't understand / didn't hear the other person.
If "what?" is stressed and has very high intonation, it can
also indicate that the listener is shocked at what he/she heard.

A: Joe was in an accident.
B: Say what?
A: I said, 'Joe was in an accident.'

(B didn't hear or didn't understand what A said.)

 

A: Joe was in an accident.
B: Say what?(stressed, high intonation)
A: It's true. A truck ran into Joe's new car.

(B was shocked at what A said.)

 

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Special Note:

Be careful in using the one- and two-word questions above:
they are not interchangeable. "Excuse me?," "Pardon me?,"
"Sorry?," "What's that?," and "Come again?," are all polite,
but "What?," and "Say what?" are very informal. Do not use
them with strangers, people in authority, or at any time when
you want to show your "best language behavior."