It's a phrase you'll often hear if you try and press physicists for answers to the most difficult questions. "What happens at the center of a black hole?", "What happened in the first moments of the Big Bang?" Modern physics is currently not advanced enough to be able to give answers to these questions.
To anyone who is confused about what it is exactly that theoretical physicists do, here is a brief yet broad summary of what we're trying to achieve.
One of the most puzzling mysteries of modern day Physics is why mathematics is such a useful tool for uncovering the workings of the universe. Although mathematics has always been the only acceptable language in which to phrase serious physics, letting mathematics guide the direction of physics is a late 20th/21st century revolution in scientific thinking.