Good question. Here, "please" it is is a reduction of the phrase/question "[would you] please tell me ___"
You should never use the plain question on the phone with a stranger, it will sound rude.
With a friend, or even someone you've been talking to for a minute, the plain form is usually OK.
English lacks a formal/informal distinction in verbs & pronouns, so we have to add extra words to show politeness or respect, where in Russian you'd use a form of ты/вы.