Many times in a conversation you find yourself in a situation where you do not have any words to say. This may happen when you haven't understood the person or you are not able to express yourself or there is nothing more left to say. Under these circumstances it is important that you need not give the impression that you are not interested. Try to avoid being silent.
There are many words you can use to avoid this situation. You can also use transitional phrases to make the conversation more impressive and to avoid any awkward gaps.
When you haven't understood what a person has said you can say
"I am sorry, I didn't understand"
"Sorry, could you please repeat that?"
When you are not finding the words to say anything and you need some seconds to think then you can use words like
Another way could be make some noises like "Hmmm...", "OH...", etc.
When you intend to agree with a person
"That's right", "True", "Right", "I agree" etc.
You can also change the subject by using these words
"Well... as I said earlier..."
"So what were we discussing..."
Some Transitional phrases
"I certainly understand that..."
"I can understand your concern..."
"Had I been in your place I would have felt the same..."
"Of course I..."