It does sound a bit strange. It'd be better to say: What's this number? or What number is this? or How do you say this number? After the first question, for subsequent numbers you can just say: And this?

What's this number?

You cannot say that. It has nothing to do with numbers. You cannot point to ANYTHING and say that. For example, you cannot ...point to a house and say "What house?" ...point to a man and say "What man?" ...point to a building and say "What building?" "What house" can be spoken in English, but only in proper context. For example: Bill: "I live in a house". Jack: "What house?"

If you're asking someone to identify a number you are pointing to, you might say, "What is this number?" or "What number is this?"