“Nani?” or なに？ Literally means “what?” Pretty simple right? Well this is week one, what do you expect? This phrase, when used by itself, is similar to saying “what?” in English. When you don’t understand what was said, this is a casual response. Also, sometimes, you’ll hear “eh?” I think “eh?” is actually more popular among J-doramas and “nani?” I’ve seen more in anime.
I need to stress that this is a casual or informal response. You don’t really want to use this phrase outside of your close friends. Among formal situations, it would be proper to say “Mou ichido itte kudasai” (Lit. “one more go please”) or もういちどいってください。