Je ne suis pas né(e) de la dernière pluie (né if you are a man, née if you are a woman), can be literally translated by “not to be born from the last rain”. It means that you are experienced and know things about life. The closest expression in English could be “I wasn’t born yesterday”.
The expression dates back to the 20th century. La dernière pluie (“the last rain”) represents what is recent or relatively new. If you say you are not born from the last rain, then it means that you are not naive at all.