When someone says, "I'm so lost in you," it is usually an expression of intense romantic or emotional attachment to another person. The phrase suggests that the person is completely captivated by the other individual and feels as though they have become deeply entwined with their emotions, thoughts, and presence. It can also imply a sense of being consumed or overwhelmed by feelings of love, infatuation, or connection with the other person.
Essentially, it conveys a powerful and all-encompassing attraction or affection, where the person feels like they have lost themselves in the intensity of their emotions for the other person. It is a poetic and emotional way of expressing the depth of their feelings and the impact the other person has on them.