Learn Russian: Это твоё синее пальто. - This is your informal dark blue coat.

You would use the question word for 'whose', which is чей. Because пальто (coat) is a neuter word, you must use the neuter form чьё. The question would be Чьё это пальто? (Whose coat is this?). That is why the answer uses the matching neuter form for 'your', which is твоё.

How do I ask 'What kind of coat is this?' using the interrogative words from this lesson?

You would use a form of какой, which means 'what' or 'what kind of'. Since пальто is neuter, you use the neuter form какое. The question is Какое это пальто?, and the descriptive answer given here is синее (dark blue).

Why does the word for dark blue (синее) end in -ее instead of the usual neuter ending -ое?

The base dictionary word for dark blue is синий. Unlike most adjectives, it has a 'soft' stem, which means its endings are spelled with softer vowels. So, instead of the standard neuter ending -ое (like in новое, meaning 'new'), it takes -ее to match the neuter noun пальто.

Why does the sentence start with это? Does it change to match the neuter noun?

When это means 'this is' or 'it is', it acts as a fixed introductory word and never changes its form, regardless of the gender of the noun that follows. You only change the form of 'this' when it points directly to a noun (like 'this specific coat is blue'). Here, it just means 'This is...'.