When you don't understand what someone says, the polite thing to say is:
If you are talking with a friend, you could skip the apology and just say:
This is still polite, but if you don't know the person well you really should use the first example above.
There are two nice ways to get someone to repeat what was said. Because you'll want to be polite, always use this word first. In Thai its like saying please.
If the person is speaking fast and you really have no idea what they are saying, just say:
If you just need to clarify a word, just ask them to repeat the whole phrase.
Note that the word พูด (pôot; to speak) is normally used in this request - not บอก (bàwk; to tell)
In the following exercises you can get plenty of practice making the request in a variety of ways. Always remember that casual conversations with friends use a lot of shortcuts and many words are left out. However, never do this with strangers or you'll seem very rude, even when you don't intend to be. In the exercises, practice every word and always say the complete phrase out loud, even when you think you know it already.