How to ask questions of your boss?

I am a recent grad who started a job on the buy-side a few months ago. I just had a feedback meeting with my analyst. He generally had good things to say about me but his one point of critique was that I needed to know when to "push-back" and phrase my questions better (ie. say “I’m still learning but can you please explain…” rather than “Why don’t we use x data point" when discussing a model").

He brought up an example of one time when we reached out to sell-side for an important dataset and they didn’t respond for 2+ weeks and I asked him if he was planning to follow up. He told me during the meeting that he purposely didn’t follow up because he wanted to be strategic with his number of requests for sell-side.

Obviously, I didn't know about this and didn't mean to undermine him or act arrogant but now I'm worried about the way I come across to people at my job - I ask a lot of questions and I'm afraid certain people have taken them as affronts rather than a young guy trying to learn. I come from an immigrant background so I'm not super well-versed in American professional etiquette. Any help would be appreciated. Thanks!

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