You have no idea? Then you only understand train stations! But do you say that because it's noisy at train stations and communication is difficult?
Although this explanation would make sense, however, the reason is different: the idiom originates from the end of the First World War. After the long battles, the exhausted soldiers longed to return home. All their attention was focused only on their beloved home. There was no room for other thoughts.
So when the soldiers said "I only understand the train station," they wanted to signal that they didn't want to talk about anything other than the journey home. After all, they were going home from the train station.
Even today, we use this expression when we understand nothing at all. Or even when we want to reject a conversation.
By the way: Did you know that you can also understand only airport?
According to the dictionary of German colloquial language "mundmische.de", this is an intensification of "Ich verstehe nur Bahnhof".