Confusing instructions from ATC.. looking for a concise response

When a transmission is garbled I'm used to saying "say again", but I
was wondering what to say when a transmission comes through in the
clear, but doesn't make much sense (to me). This probably doesn't
happen very often to experienced pilots, but how would you advise a
student to respond? Should I simply say

"Cherokee 1234, don't understand"

Or is there an standard way of saying I don't have a clue what you're
talking about?

Thanks in advance.