What kind of word is which?

The Word 'which' is an adjective (determiner), an interrogative pronoun, and a relative pronoun.

The adjective 'which' is placed before a noun to specify that noun as a particular one or ones.

Example: I knew which answer was correct.

The interrogative pronoun 'which' introduces a question.

Example: Which is your favorite?

The relative pronoun 'which' introduces a relative clause.

Example: He told me which he liked best.

The Word 'which' can function as both an adjective and a pronoun at the same time. Examples:

Which hat is your favorite?

He told me which hat he liked.