The use of the subjunctive in Italian is an extremely hard topic. I wrote a small guide in this answer which I hope could be useful.
What you are asking is whether the subjunctive mood needs to be used in the proposizioni interrogative indirette. Those are the subordinate clauses which are use to make explicit a question already present in the main clause. They can depend on a verb like chiedere, domandare, by a noun like domanda or by an adjective like curiouso.
It used to be the case that the indicative was unacceptable in the interrogative indirette and the subjunctive (or, in certain cases, the conditional) was mandatory. However the situation has changed, as languages are wont to do, and currently the usage of indicative/subjunctive in the interrogative indirette has become a marker in the informal/formal direction. From Serianni's Grammatica (XIV.86):
The alternance of moods in the explicit construction [of interrogative indirette] resembles closely the one already described for the completive. In this case as well the two fundamental moods, the indicative and the subjunctive, do not correspond to a different degree of certitude but rather to a more or less formal stylistic level or to simple free variations.
My personal advice is to always use the subjunctive, but to be tolerant in accepting other people's usage of the indicative. So both of the sentences you write in the questions are acceptable, although I personally would prefer the first. The subjunctive is particularly preferred when the main clause is negative (e.g. "Hanno ucciso l'uomo ragno. Chi sia stato non si sa").
Related, but not quite on topic, is this answer by Serianni on when the conditional ought to be used in the interrogative indirette (tl; dr: when they are half of an implicit if-then clause).