When you don't know what to say what do you do? Say a little something so you won't seem rude or say nothing at all? Why?

Say "I hear you and I understand"? Even if you don't would that be such a bad lie so you don't leave the person hanging and feeling embarrassed that he/she confided in you? I dunno. Silence is golden. People sometimes overstep what they share with others. Ever do so yourself?