When I was a kid I always thought this card was funny, but I don't think I could articulate why. Now, there's nothing funny about Tony Phillips (so far as I know), but he's got one of the better "WTF?!" faces I've ever seen on a baseball card. Still, 23 years later.
Given the fans hanging around and the structure behind him, looks like he's going into the clubhouse at a spring training facility. That also explains the jersey. I'm guessing he's coming from the field because, beyond the bat and glove, the sky behind him looks a little dark, as in night is falling after a day game. He's also considerably brighter than everything else on the card, lit up by the photographer's flash.
So, I'm guessing he stopped to sign for some fans when a Topps photographer, unbeknownst to Tony, snapped this shot. On the one hand, you've seen this shot 1000 times and it's nothing if not sentimental: player signs for fans. Usually, though, the photographer is far enough away and the player's attention is on the fans. Here, though, I'm guessing the photographer pulled some sort of "Cheese!" stunt and snapped the shot, right as Tony looked up. His expression says it all: "For real!? I'm a slick fielding 2B/SS and you decided to surprise me in spring training signing autos? Really?!? Man, WTF!?!" Of course text-speak didn't exist in 1986, so I imagine what he actually said was...well...you get the picture.