That’s what we say in English when we don’t understand something. (Probably thanks to Shakespeare, who had Casca saying to Cassius in Julius Caesar, Act I, Scene II, that “it was Greek to me.”)
But what do other people say–above all, ahem, the Greeks? Well, somebody has now mapped it.
Hannibal and Me: life lessons from history 
I usually say “it’s double Dutch to me” when people say things I don’t understand (which is most of the time).
I’ve just Googled this phrase, and it seems it’s legit.
Have you used it before?
It’s Canadian to me.
I was at a grocery store in northern New Hampshire and a very nice man insisted on carrying my groceries to the car. He spoke with a New England accent. I speak like I’m from central Ohio (I thought). This gentleman started talking to us as if we were from Canada. I said we’re not Canadian. He got very embarrassed and apologized beyond reason. I told him I’ve been called much worse things than Canadian. He got even more embarrassed.