Asking for direction is great, but always look for opportunities to become more self-sufficient. Then you'll be able to help the next person.
Consider this progression:
Asking what to do next is fine, but think about the extra burden this puts on your team mates. You might be unintentionally setting the expectation that they are responsible for your productivity.
Better, because even though you're somewhat reliant on others for direction, you're letting them know you've thought about it.
You've also potentially lowered the effort for your team members to respond. If you're on the money they can just say "yep".
