“Sorry, I missed that” beats nodding and hoping it wasn’t important.

Admitting you missed something costs a second now or an hour later. Nodding keeps the conversation smooth and bets that the part you lost was unimportant, and that bet goes wrong often enough to be a bad habit. Nobody thinks less of the person who asks, only of the one who confidently delivers the wrong thing.

Say it at the moment it happens, the next time a name or a step or a number sails past you. Ask them to repeat just the piece you lost rather than the whole explanation. It gets easier around the third time.