Students attend classes so that 2-way communication can occur. Questions are an important part of this dialog. For all of these reasons, questions should be actively and constantly encouraged. There are a number of forces at work to discourage students from asking questions. A good teacher works constantly to overcome these negative forces.
Students tend to feel stupid when asking questions.
They especially feel stupid if the teacher answers questions in such a way that it makes them look like a fool in front of their peers. Many other forces work against questions. Large classes discourage dialog and questions because any intimacy or friendliness between students and teacher is discouraged by the sheer size of the class. Questions are also discouraged by time pressure. You may need to get through a certain amount of material on a given day, and you therefore leave fewer gaps for questions.