Most questions start with a question word (wer, wie was , wann etc. ). The only questions that don't are the yes-no question.
Hast du einen Euro?
Now asking directly is not the only moment, questions are raised. We say questions all the time in indirect form... like
I don't know, when the Bus goes.
I can't remember, where my keys are.
Tell me, how old you are.
The question words serves as a subordinating conjunction here.
The direct yes/no-question has no question word. However a conjunction of some kind is needed for indirect speech as the 2 sentences have to be joined and coordinated. This job is done by if/whether in English. In German this is done by ob.
Wenn has nothing to do with this. Wenn introduces temporal or conditional informations that specify when/under which circumstances something will/would/would have happened.
Mixing up the 2 is really confusing. It might still make sense but with a totally different meaning.
Sag mir, ob du kommst.
Sag mir, wenn du kommst.
The first sentence requests an answer in either case (I'll come/I won't come). The second request an answer only if it is positive.
On a side note ob can also be used as a preposition in sense of "because of"
Ob des starken Regens, blieben wir zuhause.
Because of the strong rain, we stayed home.
If you want to read up more detailed on ob and wenn those are the links to my blog... I have written quite elaborate articles on both words.