It can be difficult when starting on the radio, but we all were beginners once. I still cringe when I remember on my 1st or second lesson as a student asking ATC to "Say again" when he was signing off with "Squawk 7000". I couldn't hear him and didn't know what to expect, but I could hear he was very annoyed....and my instructor embarrassed.
Why cringe? Ok, so you didn't understand what the controller wanted when he called Squawk 7000 but who says it was due to a lack of knowledge, equally it could have been poor radio reception and asking to "say again" is better than believing you've been told one thing when another thing was meant......