my own examples:
(1) No idea of what we will do occured to me. — I think it's correct.
(2) No idea what we will do occured to me. — I think it's incorrect.
That is, "of" is obligatory.
britannica.com:
(3) I have no idea what you're talking about. — I would have thought it was not correct without a preposition but the dictionary says it is.
As far as I understand, the fact that there isn't a preposition between a noun and an interrogative content clause violates the English grammar.
What makes (3) an exclusion to the rules?
What does the interrogative content clause "what you're talking about" in (3) function as?
my variant:
(4) I have no idea of what you're talking about. — I think it's correct and fits the normal grammar rules.
The interrogative content clause "what you're talking about" functions as the complement of the preposition "of".
The prepositional phrase "of what you're talking about" functions as the modifier to the noun "idea".