POE: Phrases of Excitement.
An utterance of great surprise, an exclamation of joy, awe, or fright.
"Golly" dates back to 1743 in England. "Gee Whillikens" back to 1857 in "I Hear America Talking" by Stuart Berg Flexner. This substitution of a G-word for God follows the old Hebraic and Middle English tradition of avoiding the sacred words, such as God, by substituting words with the same initial letter.