In the phrase "over there" slightly intensifies the idea of "there." It makes it seem a little farther away: 1) here 2) there 3) over there Your sentence make sense without it. However, it would usually be used for something that was a little far away. For example, a teacher might notice that students in a far corner of the room were looking at a cell phone and giggling. The teacher asks the question because he isn't sure what is going on, because he can't see the phone screen. So, to him, it is not "here," and it is not "there," it is "over there."