So I've never had anyone become up in arms when I've asked them "What?" before. A lady today was speaking to me from a respectable distance and I could not hear her. When I've responded "What?" to her she was up in arms and said "Excuse me?! I am a grown ass woman!" I was pretty taken aback by that since I've never considered it offensive.
Thank you all for your insight! I have spoken to a few friends who all seem to think it is a regional difference. I'm from the North West and the lady is very Southern. I am very sure I wasn't speaking in a rude tone, however we both work together and I was in quick need of information so I said what I thought would grant me the quickest reply in turn. I try my best to be polite and mind my manners in conversation especially at work. I will definitely try to be aware that it is a faux pas here.