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From Encyclopedia Dramatica

Please advise is a common, brief sentence used when someone becomes so confused that s/he requires outside help. Often simply 'pls advise.'

Origins

Back when the internets were singular and text-only, a writer (and actor and stuff) named Robert Benchley was sent to Venice on assignment for the New Yorker magazine.

When he got there, he sent his editor a telegram.

STREETS FULL OF WATER. PLEASE ADVISE.

Boy, with wacky quips like that on tap, those New Yorker guys ought to be writing for Uncyclopedia.