I will pass on a few tidbits from some of my teachers, and one of my own.

First, my own. Don't be shy! The profs like it when you ask questions, anytime. Talk to everyone, all the time.

Second, one from Marty Moskowitz, who taught me algebra - go to seminars, even if you don't understand anything. Eventually you will.

Third, from Isaac Chavel, after I went to him with concerns that I just wasn't getting what he was talking about in differential geometry - no one ever learns anything the first time they see it.