My Gosh!' is an exclamation of surprise or shock that is used in place of the more common expression 'My God!'. EGAD is a variation of the expression and is also used as an exclamation of surprise or shock. The term 'My Gosh!' is an exclamation of surprise or shock that is used in place of the more common expression 'My God!'. A variation of this expression is 'EGAD', which is also used as an exclamation of surprise or shock. EGAD is a four-letter word and is often used in crossword puzzles.