Shorthand for Oh My Gosh or Oh My God, OMG is a term often used in chat communication and online gaming where someone is trying to convey complete astonishment about something. On September 9, 1917 one of the earliest records of OMG "Oh! My God!" is used by British Admiral John Arbuthnot Fisher when writing to Winston Churchill in a 1917 correspondence.
OMG is also sometimes abbreviated as ZOMG or OMGZ, which is an extremely excited way to say OMG.