In response to Ducky's prying, she wanted to know whether he was asking as a friend or as a forensic psychologist. And it's important to know what facet of a person you're talking to, since it determines how they will react to whatever you tell them. Do you want them to try and fix your problems, or do you want them just to listen? Be aware of how they are processing your words, and if you need them to listen a certain way, don't be afraid to express that. It's the only way to be absolutely sure you and your listener are on the same page.
Towards the very end of the episode, Gibbs asked Ziva what her father thought of her decision to resign. Ziva responded, quite rightly, "It does not matter." That's a difficult stance to take for many of us. As children, we rely on our parents to make important decisions for us. As adults, we have to learn to take responsibility for the important decisions ourselves, and our parents don't always make that easy for us. But easy or not, it's part of growing up. Ziva is becoming a more rounded character as she takes this step away from her father.