¡No me digas! ¿En serio? ¡Qué alegría!

Because this is a negative command addressed to tú. In Spanish, negative commands use the present subjunctive, not the indicative.

• decir → digas in the present subjunctive
• so no digas = don’t say / don’t tell

That is why you get No me digas, not No me dices.

Me means to me. It is the indirect object pronoun.

So literally:

• No = not / don’t
• me = to me
• digas = say / tell

Literal sense: Don’t tell me.

A useful pattern to remember:

• Dime = tell me
• No me digas = don’t tell me

With affirmative commands, pronouns usually attach to the end: Dime.
With negative commands, they go before the verb: No me digas.

Because No me digas is a very common idiomatic expression. In real conversation, it often means something like:

• No way!
• Really?
• You’re kidding!
• You don’t say!

So even though the literal wording is don’t tell me, the actual conversational use is often a reaction to surprising news.

Yes. Tone matters a lot.

It can sound:

• genuinely surprised: Really?!
• playfully amazed: No way!
• sarcastic: Well, obviously / You don’t say

In speech, intonation tells you which meaning is intended. In writing, context usually makes it clear.

Spanish uses inverted exclamation marks and inverted question marks to show from the start that the sentence is exclamatory or interrogative.

So:

• ¡No me digas!
• ¿En serio?
• ¡Qué alegría!

This helps the reader know the correct intonation immediately.

It is a very natural elliptical expression. Spanish often leaves out words that are easy to understand from context.

¿En serio? means Seriously? or Really?

A longer version could be something like:

• ¿Lo dices en serio? = Do you mean it seriously?
• ¿Hablas en serio? = Are you serious?

But in everyday speech, ¿En serio? is completely normal and very common.

Because Spanish often uses qué + noun as an exclamative structure.

So ¡Qué alegría! is a complete exclamation meaning something like:

• How wonderful!
• What great news!
• What a joy!

Other similar examples:

• ¡Qué pena!
• ¡Qué sorpresa!
• ¡Qué suerte!

No verb is needed in this kind of exclamation.

Because qué carries a written accent when it is used in an exclamation or a question.

So:

• ¿Qué? = what?
• ¡Qué alegría! = what joy! / how wonderful!

The accent helps distinguish this exclamative/interrogative qué from unstressed que used in other grammar roles.

Because the normal exclamative pattern is simply qué + noun.

So you say:

• ¡Qué alegría!
• ¡Qué suerte!
• ¡Qué idea!

Not qué una alegría.

If you want, you can add an adjective for emphasis:

• ¡Qué gran alegría!

But the basic version without an article is the standard one.

Yes, it sounds very natural in Spain. The sequence feels like a spontaneous reaction:

• ¡No me digas! = surprised reaction
• ¿En serio? = checking if it’s true
• ¡Qué alegría! = happy response

A speaker in Spain might also use alternatives such as:

• ¿De verdad?
• ¡Qué bien!
• ¡Qué ilusión!
• ¡Anda!

But the sentence you have is absolutely idiomatic and natural.

Usually, yes. They are three separate reactions, so they are normally said with little pauses and changing intonation:

• ¡No me digas!
• ¿En serio?
• ¡Qué alegría!

The punctuation reflects that. Each part expresses a slightly different emotional step: surprise, confirmation, then happiness.