I have to write an essay on an artist, but cannot come up with a question to start off my essay.
Well... why do you want to start your essay with a question? Is it required for this writing or is that the way you wish to structure your essay? ... If it is the second reason, then you should know what question you need to highlight at the beginning. ....
I like one of his quotes, is it possible to make that quote a question? or quotes cannot be considered as a question?
... well, when you quote something, it should be in its original form. I don't think this is a good idea. I think the best way for you to get a start is to do a draft and post it here. Others would provide you advice as to how you can improve.