I didn't understood what you have said. Is it correct?
I didn't understood what you have said.
Я не понял что вы сказали.
Or so или так:
I didn't understand what you said.
What is the correct option?

Question

I didn't understood what you have said. Is it correct?
I didn't understood what you have said.
Я не понял что вы сказали.
Or so или так:
I didn't understand what you  said.
What is the correct option?

Answer

"I didn´t understand" is correct.

Always use the infinitive of the main verb following the auxiliary verb "to do"!

I didn´t + (infinitive)
or I did + (infinitive)

The same rules apply for the present tense:

She does love him
(Does + infinitive)
He doesn't like fish

Answer

"I didn't understand what you said" is correct English. I don't speak/read Russian, so I can't comment on that.

-Maidhc

Answer

I didn't understand what you have JUST said ( something said immediately or a moment ago)
I didn't understand what you said. ( could be an hour ago or a day ago)

Answer

I didn't understand what you said.