A classmate and I were practicing speaking where he used a saying "the early bird catches the worm", I did hear this idiom though I didn't know where it originated, so I asked
Do you know what country it originates from?
Is this sentence clear and natural?
Should have I said it like this?
Do you know which country it originates from?
See this question for more detail.
Those both sound natural to me if the answer could be any country. However, if you have narrowed down the set of possible answers, I would be more inclined to say “which” sounds more natural. It also depends on the phrasing of your question.
Usage of either word will be understood by a native English speaker, and using the ‘wrong’ one will only sound a little awkward.
