Without knowing you and your situation better, it isn't possible to give justice to your question. Therefore, please don't read the following as "advice": it is just my the thoughts of a random stranger on a web site. But I do hope that some of it will stimulate your thinking and help you to find a solution of your own.
First, you have said that wherever you go, people laugh at you and make fun of you. Whether or not this is strictly true, your phrasing suggests that you have low self-esteem. If so, recognise that this doesn't make you a "bad" person, and that it is something that you can do something about. But that's a big topic, and one that you can Google as well as I can.
My own experience is that, when my self-esteem was rock-bottom, I tended to assume that people were laughing at me even when their mirth has little to do with me. Gradually, I have learned to distinguish between the times when are genuinely mocking and when they're not.
Of course, a certain amount of being laughed at is normal (in so far as it happens to us all). Sometimes it is even welcome, either because we're being deliberately funny, or because people find our quirks endearing, or because other people's dawning thoughts are a source of surprise and delight.
However, to the extent that being laughed at is unwelcome, we're being mistreated. Sometimes, our mockers don't understand how hurtful they're being - they may even think that we're trying to be funny (and to be honest, sometimes I am, even if I don't like the results). More often, however, they're just oblivious. They're more concerned about their own insecurities than what you're trying to do. Some people laugh at others to bolster their own self-esteem. Some are trying to look good and impress others. Others are afraid of not joining in with the mocking for fear of being sidelined themselves. Some may be trying to have a little fun because - inside - they're fairly miserable.
My point is that, in most cases, people's laughter is insensitive but not outright nasty. There are times, therefore, when it is appropriate to challenge people - gently but firmly - about their behaviour towards us. And there are times when we need a friend or authority figure to accompany us to help us make our point. (And there are times when this is the worst thing you could do... but as I say, I can't second-guess your situation).
One of the most successful things I have done in the past to deal with people mocking me is to find allies in a group. Good candidates for such an alliance are both those who are themselves mocked and those who obviously have influence. One great way to do this is to model the kind of behaviour you would like to experience: pay them compliments ("I like your shoes / that question you asked / that thing you do"... but don't be creepy), or just by paying them attention - finding out their interests and such.
Another strategy is to play to your strengths, and build yourself up in your areas. Hopefully this will give you (1) things people will respect you for and (2) areas where you can offer help to others (sensible people don't hurt the people who are offering them help).
Another idea is to do your homework before you're in a situation. In the scenario you gave, a little reading before you went to the training session might have enabled you to ask more insightful questions (which is not to say that your question was not insightful - to be honest I have no idea).
Another idea is to develop a little banter, yourself.
But finally, a quick story:
Many years ago I knew a chap called Abdul, who was studying Maths in the same class as me. In every class we took Abdul would ask several "stupid" questions. (They were often about some proof that the lecturer had written up on the board, usually about a simple calculation near the beginning, and were almost always asked after the lecturer had already filled half a dozen more boards with tricky stuff). "Here goes Abdul again", we'd say to ourselves, and every eye would roll and there would be little chuckles and groans. And more often than not, Abdul was asking about something that was plainly obvious to the rest of us. So, the lecturer would ask someone in the class explain a simple thing to Abdul and they would and then the lesson would continue.
But sometimes, something very odd would happen. Abdul would as ask his "stupid" question and the lecturer would ask us to explain some simple calculation to Abdul and then... none of us could. The whole class (about 30 of us) was struck dumb. Somehow, we had missed the point of the calculation completely. We had all assumed we understood, but Abdul knew that he hadn't. And on those occasions (that occurred, perhaps, more frequently than any of us cared to admit) he was doing us all a great favour.
Now, Abdul was also a genuinely friendly chap, and so despite the mocking and the frustration with him, Abdul was universally liked and (actually) deeply respected. Because unlike the rest of us, he was unafraid to confront his own ignorance.
So here's the thing: your best strategy might be to just get on be your "stupid" self, and do so boldly; to ask your "stupid" questions, and to ask them courageously.
And when you do, I'll bet that - at least some of the time - there will be others who will have those questions, but who are too afraid to ask. And I'll be that that - quite a lot of the time - there will be others who should have been asking, but who lack the creativity to conceive the question.
But here's the thing: even if everybody else laughs their socks off when you ask, there is one great thing to gain from asking "stupid" questions.
And that is answers.
And on the way you'll have had the courage to confront your ignorance. Which is more than many of us ever achieve.