'what' is used in the sense of 'which'.
'had I been' is an old-fashioned form of 'was I'.
'but just' is again a somewhat old form, meaning 'other than just'.
'conceiving of' means 'thinking of'.
The whole idea is something like: 'What was I just thinking? Starving myself to death?'
Sorry, I'm not sure what you mean by 'structure'. If you are asking what the grammatical structure is, I don't really know, as I have never studied grammar.