Which and what are often both possible with little difference of meaning.

• Which is the coldest region in the world? OR What is the coldest region in the world?
• Which train did you come on? OR What train did you come on?

Which is preferred when the speaker is thinking of a limited number of choices.

• Which color do you like – blue, pink or green? (More natural than ‘What color do you like – blue, pink or green?’

What is preferred when the speaker is not thinking of a limited number of choices.

• What language do they speak in Indonesia?

Which and what
Both which and what can be used before nouns to ask questions about people and things.

• What writer do you like best? OR Which writer do you like best?

Before a pronoun or a noun with a determiner we use which of. What is not possible in this case.

• Which of these books are yours? (NOT What of these books are yours?)
• Which of us is going to do the shopping? (NOT What of us is going to do the shopping?)