If you don’t understand something, it helps to say so explicitly. 

One phrase that helps is “I don’t understand; can you try using different words?”

That helps because you’re saying that:

• You don’t understand
• You want to understand
• The things you’re saying are not arguments or responses, they are requests for clarification
• If they explain in different words, you might understand

Even if all of that is obvious to you, it’s not necessarily obvious to the person you’re talking to. Often, people do not consider the possibility that what they are saying might be confusing, even when they are entirely willing to explain differently when you ask.