phrase-originphrases
Of course whatever follows would seem to be precisely the thing that isn't to be mentioned.
EDIT: I'm assuming that the phrase must have evolved from something more complete/cumbersome, like "and of course I don't need to tell you …", or "and of course we know …".
It's a sarcastic response.
Taken literally the sentence would mean the speaker isn't already familiar with the situation and wants more information. However it is rarely (these days never) meant literally, and is used sarcastically to mean the opposite. I.e. That the speaker is already familiar with the situation. Its meaning is similar to the expression, "You don't say?", where the speaker is acting like they don't already know, when in fact they do.
The difference between these two expressions however is that, "Tell me about it", has taken on a sympathetic tone over the years, indicating shared misery, whereas, "You don't say?", is an insult where you don't actually care what the person has to say.
There's little in the words themselves to indicate that difference. That difference is simply the connotations those expressions have taken on over time. Tone of voice is pretty critical here, because the difference between a sympathetic statement and an insulting one is simply a different inflection while saying the exact same words.
Here's a possible early example from The American Museum for February, 1788:
A 1752 printing of William Shakespeare's Julius Caesar includes tall-tale:
Modern copies render this as:
You speak to Casca, and to such a man
That is no fleering tell-tale.
So the 1752 was probably a typo, but could the mistake have been influenced by the existence of tall-tale?
The same applies to this 1714 printing of The Life and Death of Richard III:
Best Answer
The rhetorical, as opposed to etymological, origin is the device known as paralpsis, paraleipsis, paralepsis, (also praeteritio) meaning pretended omission for rhetorical effect, because in saying we won't mention X, of course we just did.
Edit (by FumbleFingers): A later question on the same topic gives the relevant word as apophasis. It's a little hard to see from this graph, but what it shows is that until recently, the combined total written instances for various spellings paralpsis, paraleipsis, paralepsis dwarfed those of apophasis. But the graph from 1970 on shows apophasis is now overwhelmingly more common. I don't think this means the correct term for this rhetorical device has just changed - it's just that the theological use of apophatic has led to it being more commonly known, and used "metaphorically".