Identifying the key issues in a question is an important part of defining the problem which an essay poses for you. These key issues will not be obvious to you if you haven't previously familiarized yourself with the academic field to which the question relates, but hopefully your attendance at module workshops and your background reading in the secondary literature will already have given you this context before you need to think about the question. Asking your module tutor to explain the question to you will also bring out the key issues.
A question will normally be asking you to relate a limited number of key issues to each other, probably no more than three or four. Once you have worked out what the key issues are, you'll be in a much better position to plan your essay, since you can link each key issue to a section of your essay, but you'll need to remember to provide enough cues so that the reader can work out that this is what you're doing.