Imaam Shaafi‘ee (rahmatullahi ‘alaih) is reported to have said that it is better to undergo temporary disgrace by asking a question than to remain ignorant.
It is the system of Allah Ta‘ala that there will always be two classes of people; those who know and those who don’t know. It is the duty of those who do not know to ask and enquire. The benefit of asking is that one is clear and confident about what he is doing, while the consequence of not enquiring is that one will always be stormed with doubts and unclarity regarding certain aspects.
We generally confine our queries and questions to matters that relate to our outer-selves, whereas deen applies to the inner-self as well. The Sahaabah (radhiyallahu ‘anhum) would enquire regarding aspects of ikhlaas etc. These are all related to the inner-self. They never felt shy to enquire about any matter.