What does it mean if a guy asks you if you are ticklish and then starts to tickles you?

It generally means that the questions was just part of the game and that he was going to tickle all along. That probably means that he might be a skilled tickler, to have a repertoire of preliminary banter prepared. It can mean that the responder was insufficiently convincing in giving the reply to the question, or, depending on point of view, sufficiently skilled in giving the reply that insured a good tickling. It all depends on perspective, and whether one welcomes the tickling or not.