this is a saying to shut down that part of your brain who is embarrassed when you did unusual yet normal things. such as dancing when a song is playing. or asking when you’re confused.
look,
if you don’t understand, it’s not wrong to ask. it’s not normal (your surrounding don’t usually do this), but ask yourself the ideal thing to do.
is it to
ask when you don’t understand,
or
to stay in a state where you want to ask, but you’re shy to raise your hand.
I would say the first one is the better thing. So this saying is a way to shut that shy part of your brain.