If I understand your question right, the preposition you need depends on the verb. eg. You're concerned about something. What are you concerned about? You're scared of something. What are you scared of? You go to places. Which cities did you go to? You're interested in something. What are you interested in? You talk to/with someone. Who did you talk to/with?

If you if are looking for the preposition in the question example you gave: "What are you concerned about?" The one and only preposition in that particular phrase is "about."

That question is fine? It stands on its own.