I'm not sure what's going on in the cartoon (and I'm not sure that I want to!) but the phrase makes sense.
'Mess' is just another word for something which is confused, disorderly and untidy. If your bedroom is extremely untidy, someone could joke that you could 'get lost in all that mess'.
As for the grammar, I'm not sure why you think that 'all' needs to be followed by a countable noun. Of course you can use 'all' with uncountables .. all that money, all that whisky, all that noise.... Those sound fine, don't they?