I have a doubt; a much used phrase in class, is sort of Brazilian English, I say it myself a lot, I could be described as perhaps, not non-native, but gone native; it sounds okay and could maybe take off if someone started it in Britain but in this sense we would probably say, I have a question, or, I didn't understand ... (something), could you explain ...
We'd use doubt when a person is undecided or skeptical about an idea or suggestion, in which case I have my doubts or I doubt .... would be used.
If you have any doubts about this point leave a message.

Blackadder*: "Baldrick, have you no idea what irony is?"
Baldrick: "Yes, it's like goldy and bronzy only it's made out of iron".
*(This was a very famous and very funny comedy series in Britain in the 80s, spot the now famous actors!)

I don't want to sound insulting here, of course Brazilians know what irony is and it is used in literature and satirical comedy a lot, but I find that it's not used a lot in every day conversation. In Britain it is, the trick is trying to spot when irony is used, I've been in trouble several times over this point, nowadays I tend to be very careful:

e.g.
(conversation about a new cheese shop in PoA):
Wife (now ex) (to her sister about the shop): And do they sell good cheeses there?
(for a start this question needs an ironic answer!).
Me (interrupting): No, they only sell terribly bad cheeses there!

(bad looks in my direction).

Me, on opening a Christmas gift of a meat cutting board in rectangle shape with protruding handle to grasp, I grasped and made swinging sweeping motions: "Oh! Wow! Thanks! I love fresco-ball!"

Sister-in-Law (now ex!) giver of gift: "No, no! It's for cutting meat in a churrasco! (giving me "you really are stupid" looks)

Me: Ah! Okay (vows never again to make ironic jokes with in-laws (now ex.) ).