What it means
Not fussed means you genuinely do not mind either way, no strong preference, take it or leave it. It is the mild, easygoing British shrug you give when someone asks where to eat or what to watch and you really could go either way.
Usage examples
"You can have the last slice, I'm not fussed."
"Pizza or curry? Honestly not fussed, you pick."
"We can get the train or just walk, I'm not fussed really."
"If everyone wants to go out tonight, fair enough, I'm not fussed either way."
"Want the window seat? Go on, I'm not fussed."
Where it comes from
It comes from fuss, a long-running English word for unnecessary bother, flapping, or making a thing into more of a thing than it needs to be. Not fussed grew naturally out of that in British English as the laid-back way to say you're not especially bothered and don't have a strong preference.