You're frustrated because you've been having trouble with your visa paperwork. You're talking to a friend and mention your problems. He asks what happened, but you don't want to explain it all because it's a complicated problem and will take a long time to explain. You say:
It's a long story.
This is an expression that people use when they don't want to explain something because it will take too long. You can use this expression when someone asks you a question about something complicated, and you don't have time to explain it. Or maybe you just don't want to explain it.
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