Some teachers are hostile to questions. That is an error made by teachers. Teachers, you will be more comfortable in your job if you try to do it well, and don't think of your students as the enemy. This means listening to your students and encouraging their questions. A teacher who only lectures, and does not encourage questions, might as well be replaced by a book or a movie. To teach effectively, you have to know when your students have understood something and when they haven't; the most efficient way to discover that is to listen to them and to watch their faces. Perhaps you identify with your brightest students, because they are most able to appreciate the beauty of the ideas you are teaching -- but the other students have greater need of your help, and they have a right to it.
A variant of teacher hostility is teacher arrogance. In its mildest form, this may simply mean a teacher who, despite being polite and pleasant, is unable to conceive of the idea that he/she could have made an error, even when that error is brought directly to his/her attention. Actually, most of the errors listed below can be made by teachers, not just by students. (However, most teachers are right far more often than their students, so students should exercise great caution when considering whether their teachers could be in error.)
If you're a student with a hostile teacher, then I'm afraid I don't know what advice to give you; transfer to a different section or drop the course altogether if that is feasible. The remarks on communication in the next few paragraphs are for students whose teachers are receptive to questions. For such students, a common error is that of not asking questions.
When your teacher says something that you don't understand, don't be shy about asking; that's why you're in class! If you've been listening but not understanding, then your question is not a "stupid question." Moreover, you probably aren't alone in your lack of understanding -- there are probably a dozen other students in your classroom who are confused about precisely the same point, and are even more shy and inarticulate than you. Think of yourself as their spokesperson; you'll be doing them all a favor if you ask your question. You'll also be doing your teacher a favor -- your teacher doesn't always know which points have been explained clearly enough and which points have not; your questions provide the feedback that your teacher needs.
If you think your teacher may have made a mistake on the chalkboard, you'd be doing the whole class a favor by asking about it. (To save face, just in case the error is your own, formulate it as a question rather than a statement. For instance, instead of saying "that 5 should be a 7", you can ask "should that 5 be a 7?")
And try to ask your question as soon as possible after it comes up. Don't wait until the very end of the example, or until the end of class. As a teacher, I hate it when class has ended and students are leaving the room and some student comes up to me and says "shouldn't that 5 have been a 7?" Then I say "Yes, you're right, but I wish you had asked about it out sooner. Now all your classmates have an error in the notes that they took in class, and they may have trouble deciphering their notes later.