"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.