You can also just ask if it was wrong. Of course there are situations were it was wrong and the other person won't tell you or it wasn't wrong but then by asking you made it a only a bit weird. But at least the other person will know that you are unsure/bad with such situations instead of thinking you are an asshole or what else.
Sometimes my brain picks two dialog options at the same time, so when I try to say them, the word that might link the two together comes out pronounced wrong as if I didn't know how to say a simple word.