"SMH" is an acronym for 'shake my head'. It means you are disappointed or in disbelief about something that's happened.
I told him I was getting ingredients to make the sleep girl mocktail and he replied with, "SMH".
History and usage
A form of initialism (an abbreviation that takes its letters from the first letters of each word, such as DVD and ATM), "SMH" is most widely used in text messages and/or in the context of social media. Variants have also come from "SMH" such as "SMDH" or "shaking my damn head."