Can you counterspell everything? (aside from lands)
You're right; everything that is a spell can be countered by Didn't Say Please. This excludes lands (they aren't spells and can't be countered)


  305.1. A player who has priority may play a land card from their hand during a main phase of their turn when the stack is empty. Playing a land is a special action; it doesn’t use the stack (see rule 116). Rather, the player simply puts the land onto the battlefield. Since the land doesn’t go on the stack, it is never a spell, and players can’t respond to it with instants or activated abilities.


and activated or triggered abilities (which can be countered, but with other cards like Trickbind).

Veil of Summer's effects, including the 'spells can't be countered' part, only apply when they resolve; if it's on the stack, it's still vulnerable to Didn't Say Please. 

Note that there are some spells which explicitly state they can't be countered, e.g. Obliterate, but there's an important difference in the wording: "This spell can't be countered." vs. "Spells you control can't be countered this turn.". "This spell" refers to the spell itself when it's on the stack; "Spells" does not.