Fragen über die Beispielsätze mit, und die Definition und Benutzung von "Mzee"

A: It's just a very common form to say "don't know what to make of ____ ".

I don't know what to make of what he said. Was he serious or joking?
I don't know what to make of how she acted on the date. I couldn't tell if she actually liked me or not.

The "how to make of" that you mentioned just sounds very unnatural. I can't really give you a "why" though.

If you wanted to use how, these would work...
I am not sure how to think about what he said.
I am not sure how to take what he said.