We use "how" as an adverb to qualify adverbs in interrogative questions as in "How does she walk ?
She walks gracefully." where "gracefully" is an adverb.
Similarly we use "what" in interrogative sentences to refer to nouns as in "What is that ? That is a pencil." where "pencil" is a noun.
Now my question is, when we have to refer to an adjective in interrogative form for the sentence "She feels embarrassed", where "embarrassed" is an adjective, why do we say "How does she feel ?", when "How" is an adverb ?
Because 'how' with a linking verb can elicit an adjective.
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Then, why do we say "What is your nationality/ethnicity/nativity ?", when the answer is an adjective like "Indian", "Italian", "Spanish" etc ?
I said that 'How' can elicit an adjective, not that it is always used to do so. 'What' is the normal question.