Name the point of confusion
It is easy to nod through an explanation because you do not want to interrupt. The problem appears later, when you are alone with equipment and cannot remember what the trainer meant. Say where you lost the thread as soon as you can. 'I understand the seat adjustment, but not the next step' is enough.
Try to distinguish unfamiliar vocabulary from an unfamiliar action. You may need a term explained, a demonstration from another angle or a slower sequence. Telling the trainer which of those is missing helps them respond instead of repeating the same sentence more loudly.
If you only recognise the problem afterwards, bring a note to the next appointment. Identify the machine or task and the phrase you remember. A precise example is more useful than saying the entire session was confusing, although that broader feeling is also worth mentioning if it is accurate.
You can request one instruction at a time, a pause before trying or a demonstration followed by your own explanation back. Treat it as a shared experiment: 'Could we do the setup in two parts and see if I remember it better?' That gives both people something concrete to assess.
Tell the trainer when a cue does work. Explaining that a particular comparison or view made the task clearer helps them use similar methods where appropriate. Useful feedback is not limited to complaints; it describes the conditions in which you learn.
Avoid apologising so extensively that the actual request disappears. You are paying for a service that includes communication. Asking for clarification is part of the work. A trainer may not know an explanation failed unless you tell them, especially if you appeared to understand at the time.
Check the response over time
One difficult explanation is not necessarily a poor fit. Notice whether the trainer listens, changes the approach and checks understanding afterwards. Progress in communication can be gradual, just as learning the equipment can be gradual.
If the same issue continues, have a broader conversation about how sessions are structured. Perhaps too much material is being introduced at once, or the setting is too noisy for the discussion you need. A different appointment format or location may be possible.
If questions are consistently dismissed or you are made to feel unreasonable for asking, consider another provider. The purpose of feedback is to improve an arrangement, not persuade you to tolerate one that remains unusable. Keep the examples that clarified your preferences; they will help you explain what you need next time.