what does the question at the begin of the game do? does it change difficulty? 

 yep. it's basically a difficulty screen.
 
EDIT: i think the mountain climbing one is the harder difficulty.

Yeah, it does. Obviously, the descriptions do explain it, so the one that sounds easier is easier but the harder is harder. Past that, there's a difficulty on Chris and Jill, but that's stated explicitly. 
 
Great fucking game, hope you enjoy it.

" @Romination: Im not enjoying it. I get lost for a half hour, find a item, open a door then get lost again. I pick the answer that sounded easy and playing with chris. should it take almost a whole clip of ammo from a pistol to kill a zombie? The game not scaring me its pissing me off. "