I have some regrets in my college experience, but this is definitely not one of them. Ask questions. It's like a cheat code; you're getting twice the education that someone who doesn't ask questions is, because you walk away with a comprehensive, integrated understanding of a topic but they walk away with one shot full of random holes.

Plus, if you're wondering it, so is half the class. There was only a couple of occasions where it turned out I was on a very idiosyncratic path and decided to just let it go. Most of the time the class is nodding along at the question.