Learn English – A word for a person who talks themselves up but actually does nothing

One can hardly answer this question properly without knowing why the friend is slow to understand. You've ruled out stupidity, but he might be hard of hearing, dyslexic, perverse, autistic, obtuse or dense (both of which verge upon stupidity), or daydreaming. He might also recognize several possible, plausible meanings where others assume a single meaning is evident, and may have difficulty getting the speaker to isolate a single scenario.

The word meddlesome would fit your description

Person who intervenes officiously or indiscreetly in the affairs of others is meddlesome.