Its a good question.
And there is times when we shouldn't question things, things that God has not revealed to us for our good, and things that are beyond our comprehension. We are the created being and God is almighty, so we need to respect this.
But when it comes to questioning the doctrines that a church teaches..... Isa 8:20 To the law and to the testimony: if they speak not according to this word, it is because there is no light in them.
Sola scriptura (by scripture alone in English) is held by some Protestant Christian denominations that the Christian scriptures are the sole infallible source of authority for Christian faith and practice.
Romans 10:17 “Faith cometh by hearing, and hearing by the word of God.” The inspired Word of God establishes and builds our faith. It is our firm foundation, and as we sincerely study it, our confidence in God and His Word will grow. “God is not the author of confusion” (1 Corinthians 14:33). He is, however, the “author and finisher of our faith” (Hebrews 12:2); thus a characteristic of His Word is that it builds our faith.
2 Timothy 3:16: “All scripture is given by inspiration of God and is profitable for doctrine, for reproof, for correction, for instruction in righteousness.”