This happens to me ALL the time. Actually yesterday. It was my older sister's best friends kids birthday and one of my other older sister's friends was talking me about something, I totally forgot and lost track of the conversation. She asked me something and starting smiling so in my head I was like "Ummmm I did not catch that at all" so starting smiling too and acted like I knew what she said.
That story probably made no sense and it was probably really confusing, sorry😂