“Oh, you shouldn't have!”
It's your birthday. One of your coworkers is giving you a birthday present. You didn't expect to get a gift from her. You want to express your surprise and politely say that she didn't need to get you anything, so you say this.
Oh, you shouldn't have!
You usually say "oh" when something surprises you, or when you hear new information that you didn't know before:
In the example above, "Oh!" shows that you're surprised at what someone did. You're surprised that your coworker got you a gift. (Or at least you want to seem like you're surprised.)
"You shouldn't have!" is a common set phrase that people say when someone gives them a gift. It means "You shouldn't have gotten anything for me!"
A: Here, I brought you something from New York.
B: You brought me a gift? You shouldn't have!
Use this expression when you get a gift and you want to seem surprised.
"You shouldn't have!" sounds a little old-fashioned. Young people in their teens and twenties might not use it with their friends.