Learn Russian: Это голубое пальто.

You would use какое, the neuter form of какой (what kind of). The question is: Какое это пальто? Since пальто is a neuter noun, the question word must match its gender.

How would I ask "Whose coat is this?"

You would use чьё, the neuter form of чей (whose). The sentence becomes Чьё это пальто? Just like adjectives, the question word changes to match the neuter noun пальто.

Why does the adjective голубое end in -ое?

In Russian, adjectives must match the gender of the noun they describe. Пальто (coat) is a neuter noun, so the adjective takes the neuter ending -ое to become голубое instead of the masculine голубой.

How can you tell that пальто is a neuter noun?

You can usually tell a noun's gender by its last letter. Nouns ending in -о or -е are almost always neuter. Because пальто ends in -о, it is a neuter word.

Does Это in this sentence mean "This" or "This is"?