English phrase from the movies

I don't know what to say.

Pronunciation: /aɪ doʊnt noʊ wʌt tə seɪ/

What does “I don't know what to say” mean?

I'm too surprised, moved or shocked to find the right words. People say it after a gift, good news or bad news.

Example

You did all this for my birthday? I don't know what to say.

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