In this usage, it is synonymous with “possess” - it is possible to possess things which are not tangible. “I have a question” is functionally equivalent to “I have a gun”: compare “I have a dream…”. “I possess a dream” would have made for an odd speech, but the meaning is clear enough.
“I’m having a bad day” is probably more clear-cut, since “experience” can be directly substituted as a synonym: “I’m experiencing a bad day” - rather clumsy, but perfectly acceptable. “I’m experiencing a question”, on the other hand, doesn’t work at all.
Unfortunately, in English “have” has a lot of related but not exactly synonymous meanings to bear:
I’m having dinner
I’m having friends to dinner
I have an exam
We had an argument
They had an accident
I had an operation
She had a baby
I’ll have a go
I have an idea
You can see some underlying nexus of meaning which connects all these usages, but it’s very difficult to summarise.