The Heligoland Question is a decision for 
Germany.
The Heligoland Island in the 19th century was owned by the Danish Kingdom. 
Denmark formally ceded the island to the 
United Kingdom by the Treaty of Kiel. It soon became a popular tourist attraction for Hanoverian upper class, artists, and writers. After the German unification, UK ceded Heligoland back to Germany by the Heligoland-Zanzibar Treaty.
The decision will appear after Germany is formed. One needs to invent "National Fraternity" in order to enact it. Once enacted, the Heligoland Island will have a German core. There's no consequences except maybe a worse relation with Britain.
Ingame description
The small North Sea island of Heligoland had become a British possession during the Napoleonic Wars, ceded formally by Denmark in the 1814 Treaty of Kiel. After the Unification of Germany the island became an object of desire for The German Empire, as the few inhabitants of the Island were by and large Germans.