"Why do we need sleep?"
Translation:Waarom hebben we slaap nodig?
You are trying to translate word-for-word the phrase "having need for sleep", it seems. That doesn't work in Dutch, "nodig" is not a noun like the English word "need" can be. Instead, "nodig hebben" (corresponding to the English verb "to need") uses a direct object (in this case, "slaap") without any preposition.
A possible translation with the structure that you are try to use, would be:
"Waarom hebben we behoefte aan slaap?"
where "behoefte aan" translates as "a need for".