When someone complains about something: "Living in New York is so expensive," or "It's so difficult to find a job these days," or "It's so hot outside," and you agree, you can say Tell me about it. Saying tell me about it means that you think and feel the same way. It also says that you relate and may be in the same situation, yourself. So if you are having a difficult time in New York because it's not a cheap city to live in or you are looking for a job and can't find one or you've just been outside and you know how uncomfortably hot it is and you hear one of the statements above, you can say Tell me about it.
A: That exam was so difficult.
B: Tell me about it. I think I may have failed it.
A: Yeah? I hope I didn't. I spent a lot of studying for it.
B: I think most of the test was taken from the lecture. Unfortunately, I spent a lot of time studying the textbook.
A: I did the same thing. It's so difficult to keep up with her lectures. She speaks so fast.
B: Tell me about it. I take notes with my laptop, and I type pretty fast. I still have a hard time keeping up.
keep up - stay current; not fall behind
Alright everyone, enjoy the weekend. Speak as much English as you can. Come back for another lesson on Wednesday.