So I'm American and in the US it's not rude to say "What?" when someone calls you or when you didn't hear something.
It's informal, but not at all rude. Especially if you say it in a pleasant tone. So kids wouldn't be told off for answering "what?" the way they are here. It's just "what" as in "what did you say?"
Since I've lived here I've been training myself to say "Pardon?" but I just can't get the hang of it. It sounds kind of... supercilious maybe? Huffy? Am I just not pulling it off?
I usually end up saying, "Here I am, " or "Sorry did you say something?"
Do you say "pardon"?