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When you reply to a answer or statement by simply saying 'why'
When you get your second answer, you'll just answer 'why' again, and so on.

Put simply; a good way to annoy someone.
"You know what? I'm going to get the teacher annoyed with a why train."
--
"So, Why is school cancelled this friday?"
"It's because we need to do Professional development."
"Why?"
"Because teachers need to learn as well."
"Why?"
"Because we don't know everything."
"But Why?"
by exwum May 08, 2017
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