Use 'don't tell me' when you are surprised and want to emphasize your shock or disbelief.

Expressing Shock

It can be used teasingly among friends when you suspect they have surprising news.

Friendly Suspicion

Use it when you're excited to guess or discover something by yourself.

'Don't tell me' is a polite way to stop someone from giving away a story's ending or surprise.

You can use it to set personal boundaries when you can't or don't want to engage further.

It might indicate that someone is overwhelmed and can't process more information.