#2 is possible, but would be more likely with present perfect tense, which is for talking about the past into the present. "I still HAVEN'T STARTED to learn English (up to now)."(maybe it should be "study" instead of "learn", as using "learn" here suggests you've been trying to learn English, maybe in a class, but so far you haven't learned anything.
Compare that with "start to study English", which would mean that you sign up for a course and begin to learn.
#3 is correct, but I'm not completely clear about your meaning. I suspect that you really mean:
"I still want to know what you said." or maybe
"I still intend to find out what you said"
You suggest the following revision for #1:
I still don't know what you said. CORRECT!!