When one creates a WordPress site by default, or via the Fantastico tool in cPanel, it may create a blog with the Latin1 charset in the MySQL database. This causes Chinese characters (and other Unicode characters) to be switched into one or more ? question mark symbols, instead.
The fix is to connect to your cPanel, connect to phpMyAdmin, find the WordPress database that applies to your particular blog (click on the wp_options table to see if it says your blog domain name), and then click the SQL tab. On the SQL tab, paste this and click Go:
alter table wp_posts convert to character set utf8 collate utf8_general_ci;
alter table wp_links convert to character set utf8 collate utf8_general_ci;
alter table wp_comments convert to character set utf8 collate utf8_general_ci;
alter table wp_terms convert to character set utf8 collate utf8_general_ci;
This will now let you insert Chinese characters (or any Unicode character in the UTF8 standard) and save them into your blog.