I have an 'adopted' Japanese brother - he's a member of the family, but not by any official legal or biological definitions. So when I refer to him as my brother, people always ask questions. But then again, I have a friend who is clearly adopted - and I never once have asked his parents about their decision, or his "real parents'.
I had green hair, once, and people asked me questions about that, but I never really minded. I did turn it GREEN, after all, and I live in a conservative area. I only objected when the questions were phrased in such a way as to insinuate that I was tasteless, stupid and shouldn't have done what I did, that is, "Why did you do THAT?" I also object to people whispering or muttering about the way I dress, asking pointed questions about my mediaeval garb ("Do you think it's Halloween?" "Are you a freak?" "What are you DOING?") In most of these cases, I answer calmly, which unnerves them more, or ignore the question.
What I do object to, however, is people who walk up and tug on my curls just to watch them bounce, when they don't know me, or say, "Heavens, you should eat more, you're so small!" I have several friends with shaved or fuzzt heads - I know them well, and still ask permission to rub their heads. Personal space should be respected. I think pregnant women's bellies are wonderful, and have been considered sacred in many cultures for centuries - but if you want to touch it, go up and ask politely. If you see a dog you want to know about, stop and say to the owner, "What a beautiful (or unusual) dog! Will you tell me about him?"
I think it's not necessarily bad for people to ask these things - but there are polite ways to do it. We just need to keep this in mind.
-J