In everyday speech you will often hear/use words like um, ah, eh, and uh. These are used to let the other person know that you need some time to construct your sentence, and that this is not a real break in the conversation.
Hesitation noises, or filler words*, are useful parts of speech, but should not be overused, as they can become quite annoying.
Seel also: expletive, vocal filler.
*To the best of my knowledge, hesitation noise is the proper term for these. The Cambridge Encyclopedia of Language agrees with me. Filler word is also used, but may not be proper.