Security Questions will help you if it happen that you cant login to your Facebook account due to some security concerns, the security questions will prove that you are the real owner of the account.
To set security questions, click the drop link next of home menu in your Facebook home, and click
Account Settings.
In account settings, click
security menu on the left side,
In security settings page,
just click Security Question
Then you will be able to answer the security question and be able to use this feature in facebook.
Type your password and click save changes then you are done:
