Q:

What does Dante mean here?

When touring Limbo with Virgil, Virgil tells Dante that he and the rest of the virtuous pagans are condemned in Limbo to live eternally without hope. Dante asks his guide,

[…] "Dear sir, my master,"
       I began, wanting to be reassured
In the faith that conquers every error, "Did ever
       Anyone go forth from here—by his own good
       Or perhaps another's—to join the blessed, after?"
(Inferno 4.35–39, translated by Robert Pinsky, New England Review 15:4, p. 58.)

Is Dante saying that that he wants his (religious) faith to be reassured, or does he want to be reassured with faith? Is this faith in God/Christianity or in Virgil? Does "error" refer to mistakes in general, or is Dante saying that he perceives the punishment of the virtuous pagans as a mistake?
Just in general: What exactly does "wanting to be reassured / In the faith that conquers every error" mean? 

A:

I am working with John Ciardi's translation, New American Library, 1954.
There are seven stanzas before this one which give some context to the lines you're asking about. 

No tortured wailing rose to greet us here  
  but sounds of sighing rose from every side, 
  sending a tremor through the timeless air, 
a grief breathed out of untormented sadness, 
  the passive state of those who dwelled apart,
  men, women, children — a dim and endless congress. 
And the Master said to me: "You do not question 
  what souls these are that suffer here before you?  
  I wish you to know before you travel on  
that these were sinless. And still their merits fail,  
  for they lacked Baptism's grace, which is the door  
  of the true faith you were born to. Their birth fell  
before the age of the Christian mysteries,  
  and so they did not worship God's Trinity  
  in fullest duty. I am one of these.  
For such defects are we lost, though spared the fire 
  and suffering Hell in one affliction only:  
  that without hope we live on in desire." 
I thought how many worthy souls there were  
  suspended in that Limbo, and a weight  
  closed on my heart for what the noblest suffer. 

The first group of people in Hell whom the poets see are these poor sad souls. They're not being tortured; they're just unhappy because they cannot ever achieve Heaven.
Virgil is pointing out to Dante "Hey, do you see these folks? Don't you care who they are? This is my spot in Hell, by the way. These people are sinless" [which is a very big deal in this text; sin is what people are being punished for] "but they still aren't good enough to get into Heaven. They were born before Christ, so they weren't baptized in the name of Jesus. That alone is enough to keep them out of Heaven. We want to go, but we aren't allowed, and that hopeless wanting is our torture." 
The key stanzas in your question:

"Instruct me, Master and most noble Sir," 
  I prayed him then, "better to understand 
  the perfect creed that conquers every error: 
has any, by his own or another's merit, 
  gone ever from this place to blessedness?"

(emphasis mine) Creed is an entire belief system, not one person's individual faith. 
My sense of that phrasing is that Dante is asking Virgil this:

"I've followed the Christian religion all these years, and I'm finally now seeing the end results of people who didn't follow it. Christianity is presented to us as perfect — it's supposed to be stronger than any sin, any mistake, any evil. But you and these other people are 'virtuous.' You would have gone on to Heaven if you had been born after the birth of Christ and had the chance to accept him as the son of God, the truth the way the life etc. It's not your fault that you weren't. That seems unfair — imperfect. So tell me,"

and this is where we reach the next lines:

"have any virtuous pagans gotten out of Hell and gone on to Heaven, either because they were just so virtuous or because God Said So?"

So if there were some pre-Christ believers who went on to Heaven, that would mean the creed/religion/system is ultimately still fair and therefore perfect. (He's asking for a rationalization of something he already believes.)
Virgil answers by listing a group of virtuous pre-Christians (since they weren't really "pagans") who were hand-picked by Christ to enter Heaven: Adam, Abel, Abel's son, Noah, Moses, Abraham, David, Israel, Rachel, "and many more He chose for elevation/among the elect." 
Ciardi continues in the footnotes to this section to clarify:

"53. descended here: The legend of the Harrowing of Hell is Apocryphal. It is based on I Peter, iii, 19: "He went and preached unto the spirits in prison." The legend is that Christ in the glory of His resurrection descended into Limbo and took with Him to Heaven the first human souls to be saved. The event would, accordingly, have occurred in a.d. 33 or 34. Virgil died in 19 B.C. 

