I don't know what to say.

Literal

What [quotative-と] said-[if-たら] good [embedded-question-か] understand-not [polite-ません].

An idiomatic 'I don't know what to say' construction stacking three pieces: the embedded question 何と言ったらいいか ('what should I say'), the quotative と (marking 何 as the content of the speech), and the conditional ~たら ('if X, then good'). Literally: 'I don't understand whether-saying-what would-be good.' The whole pattern [疑問詞 + ~たらいいか + わからない] is the standard way to express uncertainty about what to do.