First, the brain enjoys curiosity, which creates a natural positive feedback loop to learning. With curiosity leading the way, the hippocampus lights up, paving the way toward a pleasure-reward circuit, attaching a hit of “feel good” dopamine. 
That positive sensation leads to a greater desire to return to the function of learning again, as the brain has a habit of repeating what the body enjoys. 
Second, curiosity – perhaps beginning with a thoughtful question – to catch a child’s interest opens the mind to receive more information, even that which isn’t directly related to a lesson or topic of conversation. When inquiry begins from a safe space of curiosity, rather than a stress-driven state that emphasizes a success/failure dichotomy, the brain associates positive emotion in the memory, helping the information to be more easily recalled. 
So the next time your 4-year-old leads you down a long-strung series of questions about the sky, aerodynamics, and birds, you can recognize that the learning that she is absorbing through questions and conversation are leading her to a place of greater understanding, not to test your trivia abilities on the topic of aviation.