If someone is contacting you on social media with a question, they want it answered sooner rather than later — so you should set up a stream so you can keep a close eye on responding to messages quickly.
Most Twitter users expect a response to a query within an hour, and Facebook Pages get a snazzy badge at the top of profiles indicating if they respond promptly to direct messages.
Set up a stream for messages containing your brand name, a question mark, and excluding your website URL (in some cases, question marks can appear in URLs shared on social media).
This will help you get to customer questions faster to provide a better customer experience.