This is the most straightforward way to ask something.
질문 is "question" in Korean, and 있어요 can mean that you have something. A quick pro tip is to drag your "저" to get the other person's attention, AND THEN say 질문 있어요.
This is the first sentence "질문 있어요" with a different conjugation: ~는데.
One common purpose of this conjugation is to set the situation before driving to a conclusion. In this case, you having a question is the situation before you ask your actual question.
Simply changing the conjugation makes this phrase sound A LOT more natural.
This, to me, is the most natural way to interrupt someone to ask a question.
Directly translated, this phrase would be "There is something I'm curious about". We add "게", the abbreviated form of "것이" after 궁금한, which is "curious" in Korean. Basically, we are swapping 질문, or question, with "궁금한 것", which is something you are curious about.
Next time you have a question in the middle of a class or conversation, say this phrase and I guarantee that you'll impress the other person, even before asking your impressive question. 😉