Living in a country where you're learning the language is a good way to get used to saying 'I don't understand'. When I was really bad at the language I just often sat there and hoped someone would translate for me but as my confidence increased I was able to say 'Can you rephrase that for me' or 'I don't get the cultural reference'. Now I love asking questions, as so much extra knowledge comes with it and you can get people to go off on wonderful tangents.