One sandwich short of a picnic is an expression meaning someone is lacking in intelligence.  Not quite all there (Wisdom and folly part 1)

As thick as two short planks is a simile about stupidity.

A fool’s errand may also be called a wild goose chase.

You could have fooled me!  This is often said in a situation where someone has said something and then says, I didn’t mean it!  The other person had believed them at first and doesn’t really believe their retraction.

Flummoxed is confused.

It’s beyond me is used about understanding, often when something has been imposed by people who should know better or an “improvement” turns out otherwise.

Get the hang of means understand or master.

Seeing things (which are not there).

Barmy is a word for crazy.

A mine of information is someone who can dig in their memory for useful facts.  It is sometimes used incorrectly as a mind of information A mine contains useful minerals: coal, iron ore, etc.

I must be psychic!  Someone had a premonition about what was going to happen.  Psychic powers are usually associated with spiritualist activities.  Warnings about the future are sometimes revealed by God in prophetic messages.  The former are forbidden by God and the latter to be encouraged.

1 Corinthians 14:1-12