Meaning of distinct conjugates of $H$ in $G$ is as follows: Take $x,y$ in $G$.
If the the two subsets (which are actually subgroups) of $G$ given by
$xHx^{-1}$ and $yHy^{-1}$ are different from each other they are distinct conjugates. So either $xHx^{-1}$ has an element not present in $ yHy^{-1}$, or vice versa.
The hint says that if $x$ and $y$ belong to the same coset of $H$, then the conjugate subgroups by $x$ and $y$ will be the same.
We know that any conjugate of $H$ being isomorphicc (by an inner automorphism of $G$) to $H$ has the same number of elements as $H$. Being subgroups they have the identity element of $G$. So the number of elements in the union of conjugates is at most k (m-1) whre $k$ is the index of $H$ in $G$ and $m$ is the order of $H$.
From the proof of Lagrange's theorem we know that order of $G$ is $km$ which is more than $k(m-1)$ and hence the union of conjugates can not be the whole of $G$.
ANother imperfect way of seeing this (which does not always work but still insntructive) is as follows.
ASSUME that $G$ has an element $z$ of order some $r$ and $H$ does not have such an element. In that case no conjugate of $H$ can have element of order $r$ and hence their union will not include the element $z$.
For example if two (or more) different prime numbers divide the order of $G$, and if $H$ is a Sylow subgroup of $G$ for one prime, then conjugates of $H$ cannot contain any non-identity element of the Sylow subgroups for other prime numbers.