I think it helps to ask as many questions as you can reasonably get away with asking, about whatever parts of the talk you are able to formulate questions about. As well as helping you understand the thing itself that you are asking about, it slows down the talk (which might be appreciated by others as well as by yourself) and also may help to keep you engaged. (Of course, the number of questions that you can reasonably get away with asking may depend on the speaker, the type of talk, and the audience.)