This is simply a question. However, the meaning behind it and what you're asking becomes very unclear when you add the question mark.
What you're saying is confusing me.
This is a statement. You are telling someone they are confusing you.
What you're saying is confusing me?
The statement is now a question that could be interpreted a few different ways.
- You could be questioning whether you're confused. In other words, you don't know if you're confused or not. Ironic, isn't it?
- You could just be asking the person to decide if they are confusing you or not.
To apply this to the question you provided, by adding the question mark you are saying you don't know if you're trying to remember how you two know each other. You mostly likely weren't striving to say this.
So in the end, adding the question mark doesn't break the sentence grammatically—it just completely changes what you're trying to say. People who live and breathe correct grammar won't take your question lightly.