Nothing stupid about a piece of code that gives the solution! But quite right to see if there are more efficient ways.
One solution is using the for loop you started to try and commented out:
out = ""
for x in text:
if x in "aeiouAEIOU":
x = ""
out += x
print anti_vowel("Hey You!")
for x in text: will loop through each character treating text as an array of characters, if in "aeiouAEIOU" will check for vowel and case - you could also use x.lower() to change case before checking and that way capture capitals, the variable out has the characters added with "" substituting.
Another way is for when you learn about regular expressions!
return re.sub(r'[aeiouAEIOU]', "", text)
print anti_vowel_regex("Hey You!")
import re imports the regular expression module, re.sub uses a regular expression to match characters, replaces with "", taking text as its input, and job done.
Keep up the learning, try and get the for loop working, it's an important part to learn.