"Non ho capito"
The literal translation of this phrase is "I didn't understand." Italians use it a lot and, when you're a foreigner making shaky attempts to speak the language, it can be quite disconcerting. It took me a while to figure out that it's also used to mean "I didn't hear you," and when someone says it to you it doesn't mean your Italian was crap, it just means you need to repeat what you said.
This kind of thing is useful to keep in mind more generally when you're speaking a foreign language. Mistakes and misunderstandings happen for all kinds of reasons and often it's as much to do with the other person as it is to do with you!