Haven’t heard of it before, but I’d say it means when something is clear, one shouldn’t questions it. For example, sky is blue, so if one asked “is sky blue?”, that person is questioning the obvious. That’s what came to my mind, I hope I have answered your question :)

Is it 'question the obvious', or 'stating the obvious'? I'm not familiar with 'question the obvious', but 'stating the obvious' is commonly used. If you are told that you have 'stated the obvious', you have said something unnecessary - everyone already knew what you said to be true. Eg, Jayne said, "It's raining!" Darren said, "State the obvious why don't you. We've been standing in the rain for 10 minutes!"