It is worth thinking about what information you are really asking here – are you interested in their cultural heritage, where they were born or their ancestry? – because that will allow you to ask a more specific and perhaps less generalised question. Also think why you need / want to know before asking – it is okay to be curious, but many individuals are asked this a lot so unless you have a specific reason it maybe a better question to ask once you have got to know them better – it might even come up naturally in the discussion; especially if you offer up details about your heritage / where you are from.
In all cases do not ask your question more than once or doubt the answer you are given.