I try to tell my students, "If you haven't understood something and need to ask a question, then chances are that I have explained it badly, or it's actually quite difficult, and at least 5 or 10 other student haven't understood it either. That makes you a hero for asking."
A major lesson I learned in grad school is to fight the fear of asking an "easy" question in front of "smart" people.
I want my answer. They can think I'm dumb. That's their problem. But I want to learn.
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