a big deal = a big problem or a major event
We use it very often in a negatively phrased way, i.e., "It's not a big deal."
Examples:
"I'm sorry, Mom. I spilled wine on your sweater."
"Don't worry. It's not a big deal. Your Aunt Trudy gave me that sweater for my birthday, and I've never liked it."
"I'm so nervous. I have to go to the hospital tomorrow to have my tonsils removed."
"Tonsils? Don't worry. Having your tonsils taken out is not a big deal. It's a very common procedure."