How to Ask Good Questions as a Student

Teachers often find that students ask questions that are kind of a little bit silly or a bit annoying. So what advice do you give to students when they say, "My lecture told me to ask questions, but every time I ask a question, I seem to be annoyed?" You can't let that inhibit you; just answer the question and briskly move on. Do not acknowledge the student just finished, you know, ask something that you've just finished explaining. They're going to be afraid. What if he said that and I didn't notice? And that's why I miss it. And now I'm going to get shamed if I asked, right?