When the dentist is doing procedures... I didn't ask anything, I didn't think it was appropriate to to have him/her explain things to me in-front of the patient..... However alot of times, they'll just start telling you what/why theyr doing during procedures.
As you observe and interact with the dentist, you'll develop questions, trust me, most of us did.... Dentistry is very hands-on, its unlikely you'll spend time shadowing and not develop questions. Remember this, the first time you'll observe a root-canal, you'll have like 3-4 questions.... I know I did.