Its going to ask you about every thing you have done, for the past 7-10 years depending on the security clearance the job requires.
Things like education, employment, legal issues like tickets, arrests, party to lawsuits. List of all family members, dead or alive, spouse's family, kids, pretty much everything. Its even more fun if you have a parent that wasn't born in the US, or have a sibling that has had some run ins with the police.
Then you need to go searching for records for all the negative stuff, from speeding tickets to your mom's naturalization certificate number... lots of fun
The biggest pain in the ass for most people is places where you lived and places you visited outside the US. For military guys who moved every few months, it can be tough to remember all the addresses and come up with names of neighbors. For those who like to travel around the world a lot, remembering exact dates can be a pain.
The higher the clearance level, the farther down the rabbit hole the investigator will go.