Whenever I get the case wrong for a word, I receive responses like "It's 'туда', not 'там', because it answers the question 'куда?'", but they mean nothing to me. Surely if you don't know the case, then you don't know which "question" to ask, so what am I missing?

What does this mean exactly?
What are these questions and how should I know what to ask myself?
Does anyone have a link that explains the use of this technique?

No one seems to know, they all say similar things like "It's the way we learnt it", so I'm guessing it's extremely important and overlooked by all websites, books and audio CDs.