The city a person is from is typically unique, so "the" is preferable. One probably would not assume that a person claims to be from more than one city for some reason unless the person tells us that. Also, the whole sentence could be said more idiomatically as "What city are you from?" We don't capitalize the Y in "you".

What city are you from?

Best: Which city are you from? (Assuming they are from a city and not the countryside.)