In a math course, what question should I ask when I am completely confused? I know this isn't a math question per se, but I only experience this problem in math courses. I suspect this is because the material and knowledge build on themselves.
Often in math courses—or in sections of a lecture that involve a lot of math—I will be confused. The lecturer might pause and say, "Now does anyone have any questions?" And I won't understand what is being discussed well enough to even frame an articulate question. I'll just feel confused.
What question(s) should I ask in this moment?
Alternatively, is there something I should be doing so as to not put myself in this position? The only thing I can think of is to stop the lecturer constantly. Often, in math, it feels like there is an endless foundation of ideas and knowledge upon which something is built, and I feel like I could spend all day saying, "But yes, why is that true?" Another way to frame my question is: What question should I ask when I have too many questions?
 A: Here are two reasonable questions you could ask during lecture.
Could you summarize the main idea?
Can you highlight the key steps?
The former is best when you're missing the overarching concept. The latter is when you miss the procedure. However, neither question may help you if you are completely lost and require extended guidance. You will likely find the best council by heading to your instructor's office hours and being honest about your level of understanding. He or she may help you understand the lesson, but also may advise you to study instead. I also recommend that you seek tutoring services. Many campuses offer free tutoring for large volume undergraduate courses.
During class, actively take notes: not just on what the instructor writes down, but on the questions and comments these generate in your mind. Take these notes with you to office hours for reference.
In order to understand where your difficulties lie, consciously check your level of preparation. Read the material before the lesson. Read the book. Read the course notes. Re-read your submitted homework. Be wary if at any point you're advancing to new material without having understood the prior: that could set up a weak foundation for later learning.
If you encounter difficulty during studying at any particular concept or step, it's likely either because it's a challenging, new idea or it's indicative of a gap in the prerequisite knowledge. One of your duties as a student is to identify these gaps and fill them. Again, an open dialogue with you instructor would be of use. 
