The correct option is D Why
Here, 'why' as an interrogative adverb is correct because it is used in questions to ask the reason for or purpose of something. Here, purpose of your going there is being asked.
'When' is incorrect because it is used after an expression of time to mean ‘at which’ or ‘on which’.
'What' is incorrect because it is used in questions to ask for particular information about somebody/something.
'Where' is incorrect because it is used after words or phrases that refer to a place or situation to mean ‘at, in or to which’.