To get to No Data Dip: Configuration>CRM Setup>Contact Exception
Contact Exception is where you will go to set numbers so they cannot be saved on any leads. Why you might want to do this is because this number often comes from another system, like a front desk number that gets forwarded or a separate phone system that does not forward their caller ID.
Assigning a number as a No Data Dip will allow multiple contacts to be saved to their own lead, even if they come from the same forwarded number. You just have to remember to get a different number or email.