Is it rude to say that you don't understand something?

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Is it considered rude to say that you don't understand something in your country? I'm asking this because most of the immigrants in this country (Norway) rarely say that they don't understand something when they don't understand.

I'm not sure, but it might be that people think that showing a lack of understanding is a sign of weakness, or in the case of non natives, non nativity. They might wish to blend in better, not stand out for not understanding the local customs.

I may have completely misunderstood your post.

I'm not talking about customs, but more technical stuff like how to use something.

It's not rude to say you don't understand something or know how to work something: in fact it's the smart thing to do. It can be embarrassing if you have to do it frequently, as you would in a new environment, but the embarrassment is soon over and you've learned a new set of skills.

It's not rude.

In that case, it isn't rude.