What is the difference between "I don't know" and "I have no idea?" Thanks a lot?

I have no idea is meant to convey a more dramatic or sweeping lack of knowledge than simply I don't know.

they overlap. I have no idea means that I wouldn't even have a guess. I often do not know things but have a general idea of what is going on, so can provide a decent guess which is often correct, or pretty close to correct. Having no idea means that you have absolutely no thoughts of value on the matter. It is more a case of "I know absolutely nothing about that or anything even similar". I do not know can have some inkling of what would be right or true or real.

Basically the difference between not knowing, and knowing nothing.

There is no difference at all.