a long way into something, very involved, mixed up in, stuck in; usually something bad.

A pick me is a woman that is willing to do anything for male approval. She will embarrass or throw other women under the bus to achieve this goal. The unfortunate thing about a pick me is usually the men they are trying to seek approval from are of poor quality and treat women badly, leaving little real benefit for the pick me.

usually ends with the words "in shit"

to be in knee deep means to be in a situation to a great extent, generally "knee deep in trouble". It can also be literally knee deep, for instance "knee deep in he dead" from DooM.

Generally deeper that "ankle deep", but always less than "Up to here!"

In trouble.

A certain male or female individual who is very popular with the opposite sex and could have anyone he wanted.