“Oh, you have no idea.”
You recently completed your first marathon. A friend asks you whether it was difficult. You answer that it definitely was.
Oh, you have no idea.
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People add "oh" to the beginning of a sentence for lots of different reasons. One way that English speakers use "Oh" is when they have a strong reaction to someone's question. For example:
A: Are you two a couple?
B: Oh, no. No way! We're just friends.
A: Is that a nice neighborhood?
B: Oh, yes. It's one of the best neighborhoods in the city.
So you can use "Oh" when you're really sure about your answer to a question. But a confusing point is that you can also say "Oh" when you're not sure how to answer a question. In that case, you might pause after "Oh":
A: Do you want to invite the Petersons over later this week?
B: Oh... well, maybe. But I'm pretty busy this week.
"You have no idea" is a way to respond when someone asks you a yes/no question. It means "Yes, very much." For example:
A: How was Jamaica? Was it fun?
B: Oh, you have no idea!
The second speaker wants to say that Jamaica was very, very fun. Here's another example:
A: Was it difficult, completing your dissertation?
B: You have no idea. I thought that I was going to go insane! I was so glad when it was over.