It's fine, although, as in English, if you stack up too many you end up with something faintly ridiculous, of course. (This can even be emphasised for humorous purposes: try Googling "").
Still, I would say that Japanese is more tolerant of multiple WH- words in a sentence than English is, maybe because in Japanese the WH- words can be left in place rather than fronted, and so the result is less structurally remarkable.
(Come to think of it, in English, too, multiple WH- words don't seem particularly objectionable when they're in a non-fronted structure: "You went WHERE with WHO?" "Wait, who said what to who now?" etc.)