You may reach a point where you do not understand what is being asked. Never feel bad asking for clarification or repetition.
If you get lost at any point in the conversation, here is how you ask for clarification:
¿Cómo?
Come again?
Lo siento, no te entiendo.
I’m sorry, I don’t understand you.
¿Podría repetir por favor?
Could you please repeat that?
¿Qué significa eso?
What does that mean?
¿Qué quiere decir eso?
What does that mean?
Note: I do not recommend asking people to speak slower, especially if you know they speak English. This may work when you are speaking to someone in a formal setting or for business, such as making a reservation or ordering in a restaurant. But for me this usually results in people speaking to me in English or finding someone who can.
Also, never just say “¿Qué? (What?)” It’s a little terse. Say ¿Cómo? instead. This sounds more polite.