"Not at all" is a phrase that means "not even a little bit." It is often used as a response to a question when someone hopes they are not inconveniencing you. For example... "Is it a problem for you to switch seats with me?" "Not at all." (It's like say, "It is not a problem in any way.") "Do you mind if I use your car to run an errand?" "Not at all." (Like saying, "I don't mind in the slightest.")