Ok... I have identical twin girls so I think I can answer this one.
Here's the list of questions that twin/triplet moms never want to be asked (according to the twin club I belong to):
1. Are they identical? Don't ask this if it's a girl and a boy. Girls and boys can not be identical. Identical means exactly the same. Since girls have different "parts" than boys, they are not exactly the same. It's not an offensive question, just a dumb one (no offense).
2. Did you do fertility treatments? This is a really big hot button for a lot of moms. They consider it way too private.
3. Which one's the evil twin?
4. Do you love one more?
5. And above all... do not tell a parent of multiples that you almost have twins since your kids are so close together in age. It's not the same thing.
Personally, I find it annoying when people act like the only interesting thing about me is the fact that I have twins. Like when we have nothing in common but they always run right over to talk to me, but can barely hold a real conversation because they're so busy peppering me with questions. Don't get me wrong, if I'm friends with someone I'm happy to answer any question, no matter how silly it might be, and I love to talk about my kids like any other parent. But the random park acquaintances that wander over just to ask basic questions (that they could research on the internet themselves) gets annoying.
Please don't let a worry about appropriate questions stop you from getting to be friends with this woman and asking her whatever you want to know. Just try to remember that she's had the same conversation with probably 100 people before you so it might not be as interesting to her. And it's also worth being sensitive to the fact that she's trying to keep track of three kids while she talks to you.
PS. I just read the response before mine, and can tell you that yes, it's totally possible to conceive triplets naturally. I have a very good friend who did just that. She's currently 25 weeks pregnant with three girls.