For "What's the target number?" vs "What's the target's number?" they have entirely different meanings. If you're aiming for a particular number than the first example "What's the target number" is true. This would be the same as saying "What number is the target?". If instead you wanted to assassinate a football player while he was playing you would ask what number he's wearing "What's the target's number?" - the target being the player and the number being the number on his back. "We got a call from the Police Station" is the best example though both are correct. Because a riddle is a question you would say "Now I'm going to ASK dad"

It's also possible to say, "I'm going to tell dad a riddle," because a riddle is a series of descriptive statements rather than a direct question.

What's the Target number? We got a call from the police station Now I am going to ask Dad