I don't know what to + (verb)
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You are letting someone know that you are not sure about what is being asked. You may also have no knowledge or opinion on a topic.
Here are some examples:
I don't know what to eat for dinner.
I don't know what to buy you for your birthday.
I don't know what to say.
I don't know what to do with my spare time.
I don't know what to do for vacation.
I do not know what to do to make you happy.
I do not know what to do to help you understand.
I do not know what to think.
I do not know what to do to prevent this.
I do not know what to order.