Might I turn your attention to this as you might find it educational?
What does "Over your head" mean?
Answers below cover the meanings, but nobody notes that there are two separate idioms here:
In over your head - Out of your depth, a swimming metaphor. Im in over my head = I am faced with a situation which is beyond my abilities to deal with.
X went over your head - a ball game metaphor. If something went over your head, you failed to catch (=understand) it. You have missed the point of something that someone said to you. Particularly used when someone misunderstands a joke or an allusion and responds to the literal substance of what was said, or when someone butts into a discussion to talk about something secondary to the main issue.