What type of dentist are you shadowing?
Generally what you want to do is keep the questions simple, try to not ask him questions that would require a lengthy explanation while he is working since you dont want him distracted.
Also, the statement "There are no stupid questions" is completly false. If you think a question might be dumb, ask the assistant and if they have to think about it then its a good question to ask the doctor.
You can ask him simple questions such as "What is that" or "What does this do" while he is working. It shows that you are interested. Also, after you have been there for a while try and notice suttle differences he does in procedures. It shows that you are paying attention.
You also dont only have to ask him dental related questions. If hes a sports fan, and so are you, ask him about sports. The cosmetic dentist I intern at is a huge baseball fan, we talk about it all the time, and his little league coaching since hes big into that.