I'm often surprised when attending a lecture that my peers, the audience, have so few questions. This is surprising to me, because asking questions is such an essential tool for learning and research. However, I suspect this is the case for a couple reasons. The first being fear of judgment. Nobody wants to ask the dumb question. I cannot blame anyone for a fear of being judged, especially in the academic setting. They will be judged, of course, there's no denying that. It is only natural to build a mental model of someone based on what they say. I could tell you that the judgments don't matter. This may or may not be true, and probably depends on context. The second reason people hold back their questions is that they get lost in the content and do not put in the effort to figure out where the gap in their understanding is. I argue, however, that neither of these are good reasons, and that the value of synthesizing and asking questions is worth whatever their cost in judgments or difficult reflections.
So then, what exactly is the value of a question? The clear, in-your-face value derives from the question's answer. This is neither surprising nor interesting, and in fact, it turns out that the answer is distinctly less valuable than the process itself of asking. Asking questions is about more than just filling in gaps in knowledge. Filling in gaps equates with wanting to learn the "known unknowns", but the simple fact that you know the "unknown" exists makes the problem tractable. When you are aware of a specific gap in your knowledge, there are numerous sources where you can go to fill that gap.
Conversely, synthesizing a question forces you to consider how some chunk of information fits within your prior conceptions of the world. It forces you to identify gaps. Synthesizing a question involves actively recalling the information you do know, and recall is one of the best ways to learn and retain knowledge you've already acquired. So not only are you strengthening the neuronal connections that define the knowledge you already have, but you're priming your brain to build new connections, i.e., learning.
My recommendation: ask questions. Even dumb questions. Like anything else, asking questions is a skill that can be developed, but you have to start somewhere.