Yes, you can use it.
Its meaning is THICKHEADED, slow to understand, or stupid.
I can't believe she cheated on him and didn't tell him for a whole month, she thought everything would be okay, shes sooo dense.
Sorry to seem dense, but are there really Martians?
Sorry for being dense, but what is a conehead?
- Sorry for being dense.
- Sorry to be dense.
- Sorry to seem dense.
All of the above have basically the same meaning.
When the adjective "dense" is followed by a linking verb (to seem or to be, etc.) it expresses a state but no action.