Here are different ways to say "I do not understand"

What did you say?

What do you mean?

I don't understand.

Excuse me, I didn't get it.

Excuse me, can you please repeat it?

Sorry, I did not catch that.

I missed that.

That went right over my head.

Can you please speak slowly?

I don't get it.

Do you mind explaining it again?

I’m afraid it is not clear what you saying.

Would you mind clarifying what you said?

I am sorry, but I don’t follow what you are saying.

I don’t catch what you said. Sorry.