As an American, I had to learn the same thing. Only as a young kid, but I specifically remember this experience.

I think most people forget this, that you have to learn that a lot of conversation is not literal, it is opaque code for something else.

I am still a pretty literal conversationalist but I can translate fluently.

A friend had a great anecdote about his first meal with his girlfriend's family. The father asked, "is there any salt?" and my friend answered "yes" and just continued eating. He really had no idea that people say things like that instead of what they mean, which is "please pass me the salt," because his family would always just come out and say something more literal.

People who are used to using indirect language are usually shocked that there is any other way to talk.