Example sentences
nǐ你qù去nǎ哪ér儿？
Where are you going?
tā他zài在nǎ哪ér儿？
Where is he?
About this word
哪 is the question word "which" and 儿 is a suffix that adds a retroflex ending, so 哪儿 is literally "which one", understood as "which place": where. The 儿 makes it northern speech. 哪儿, 这儿 (here) and 那儿 (there) are the Beijing-flavored set; southern and more formal speech uses 哪里, 这里 and 那里 for the same three. Watch the near-collision with 那 (nà, "that"), which differs by tone and that ending, and watch 哪儿 in rhetorical questions, where it means "how": 我哪儿知道 is "how would I know".
The story behind the character
哪
哪 means "which," and it takes a measure word before the noun: 哪个人 which person, 哪本书 which book. The one set phrase that skips it is 你是哪国人. Add 儿 and you get 哪儿, "where": 你去哪儿 where are you going. In casual speech that often comes out as 你去哪, and nobody will mishear you. English splits "which" and "where." Chinese points at the unknown spot with one word.
儿
The traditional 兒 is a baby's head with the fontanelle still open (that gap on top) and two legs below. Xu Shen wrote 儿, 孺子也. 孺子 is a little child.