thank you for your help

When you say something, or indeed write something, which makes someone feel embarrassed or causes an embarrassing situation, you have "put your foot in your mouth."

It is more common for it to be expressed as "You have put your foot in it".

I suppose the saying comes from the fact that putting "your foot in your mouth" is a very silly thing to do, which has an unpleasant result.

Emily, your question should be written,
I do not understand the meaning of "I put my foot in my mouth." How strange is it?

"Put my foot in my mouth" is an idiom that means, I said something I now regret saying. As Lord Ellpus wrote, it can also be written as "you have put your foot in it," but this is not a common expression in America where I live. Lord Ellpus lives in England where it is common.