I have been an active member of Multi-Faith Student Council for two years now. I have been fortunate to learn so much about other people and their faith. I am no expert on interfaith dialogues but I did pick up some things along the way. The beginning can be awkward because you don't want to ask dumb questions or seem ignorant. The truth is there is no such thing as a dumb question.
Once you move on from the awkward phase you become more aware of yourself and confident so you start to find some similarities and differences in their faith and your faith if you associate with one. Soon the other person starts asking you questions hence the word "dialogue". The questions just keep coming and you might find yourself rambling from idea to idea. There will be some questions that will get you thinking about your own faith or beliefs and what it means to you. Remember nobody claims to know everything about a religion but it's a start. You don't have to be the most knowledge scholar and there is no shame in saying "I don't know". The fear of being ignorant and awkward fades away once you get more into the conversation.
Somewhere in the dialogue you might feel pushy and pull back a bit; I mean you want to talk to people and not at them. "Talking to" people is inclusive where everyone in the dialogue participates. "Talking at" people is exclusive where one person talks. I have walked away from many conversations feeling like I talked way too much. This is very important. Try to balance the conversation.
A common reason why people stay away from dialogues is because they feel like other people are trying to convert them. Dialogue does not have the sole purpose to convert people. It's to educate. You can sense this vibe straight away if it seems that it is not to educate. Signs are the other person just dominates the conversation and clearly does not care what you have to contribute or say in the dialogue. Honestly it turns into a lecture you never signed up for. It is okay to walk away from these conversations.
I encourage everyone to talk to different people and ask them the questions they have. This pushes you out of your comfort zone and increases your knowledge. The most people know about other faiths are the 45-minute video they watched in history class about world religions in high school. These kinds of videos barely scratch the surface.
It is okay to feel shy, interested or even overwhelmed by all the information you receive through the dialogue. I always feel like I put people on the spot when I ask them questions about their faith but in reality they may have been asked this question before and they probably don't mind taking the time to answer it. We live in a global world. We are exposed to many different people of faith on a daily basis. It is crucial that we do not fear each other or walk around ignorant of other people's beliefs because we feel too shy to ask a question. Remember it starts with hello. Where it goes from there is up to you.