First, crawling through thousands of lines of unfamiliar code and feeling lost is how every software project is, everywhere, from the beginning of time.
The biggest difference between you and an experienced programmer is that you aren't used to it.
A few points to keep in mind:
With enough effort, every bit of code is understandable. A lot of people feel frustrated if they can't figure something out within a few minutes. Be more patient than that.
A good boss is as open as possible to interruptions and questions. A good employee tries as hard as possible to minimize interruptions and questions. Be conscious of that.
Interruptions are more costly than questions. You can make better use of your time and your boss's time by consolidating your discussions, and by never ending a conversation feeling confused.
Your boss is a better programmer than you. (Probably.) That's not to say that you cancan't be stronger in some areas, but overall his expertise is greater. Until you have a lot of experience, make sure you're learning from his expertise as much as you can.
If you're sure that more comments would significantly help the code, ask your boss. "It's difficult for me to understand what is going on in some places. When I do figure things out, do you mind if I add comments?" Maybe he hates comments. Maybe he'll love it. Maybe he'll be indifferent.
In the end, however, it's possible that a couple months from now you'll remember asking this and think, "Huh, I wonder what I had a problem with? This isn't that bad. Hm, well, no matter."