Making up excuses in such a situation is widely seen as rude. If you tell them something like "I'm going to try to take a nap," and do not proceed to take a nap, or at least fake one, you're liable to give offense.
In a situation like this, I would very likely be taking the time to think, and telling someone that you want to think instead of talk to them is widely viewed as rude because it privileges your thoughts over their company.
r/Fitness does a weekly "Moronic Monday", a judgment-free thread where people can ask questions that they would ordinarily feel embarrassed for not knowing the answer to. I thought this seemed like a useful thing to have here - after all, the concepts discussed on LessWrong are probably at least a little harder to grasp than those of weightlifting. Plus, I have a few stupid questions of my own, so it doesn't seem unreasonable that other people might as well.