(Female here, obviously)

I'm not used to being attractive but I moved to a big city recently and have been receiving more attention than I'm used to. Because of this, I never know what to say when a guy is hitting on me.

For example, I was heading into a cafe this morning and just before I walked in, a guy sitting at a table said "You look absolutely stunning today". I didn't really know what to say so I thanked him and complimented him back. I was hoping he would ask me out but I was honestly so stunned by what he said that I was a bit speechless (and I'm shy to begin with). Later on, he moved to a table inside and he (and his male friend) caught me smiling at him multiple times but I didn't say anything. He left without talking to me again and I immediately regretted not saying anything.

I know this may seem like a very stupid question, I'm just not used to this and get nervous. I'm fine about being myself around guys, I just sometimes struggle with asking them out myself or having something to say when a stranger says something like that. I was stuttering a bit but tried to make it clear I was attracted to him, but I guess it didn't work. If he had asked me out I would have absolutely said yes though.

Long story short. The next time something like that happens, what am I supposed to say? Should I say something different if you're with a friend?

Tl;dr Stranger compliments a woman but doesn't ask her out. What should a woman say in reply?