It's a new phrase for me. Literally, "je viens de dire" means "I came from saying". Which is not how we'd ever say it in English, but it makes sense for "I just said".
It depends. The audio clearly says "oubliez", so "oublie" is not an option here. However, if you want to translate the written imperative "forget" in general, the singular form "oublie" is possible.