Interrupting a child

My son hates to be interrupted. When he starts to whine and I start going into the rule of three saying, it sounds to me like you wanna tell me something… he gets extremely upset that I’m interrupting him. What should I do? Should I ignore him and continue with what I’m saying? Should I wait for him to finish whining and then start saying the words? Please let me know how do you handle these situations and at what point do you go into the words for the rule of three.