When I was in college, my oral teacher was an American, and I remember one time when two classmates were fighting in the classroom, and one of them said "Oh my God" very loudly. The teacher's face turned green at that time, and then he gave us a culture class.

1, in Oh my God, you have to know...
We often shut our mouths and shut oh my God when we express our amazement, but in some religions, god is the supreme god and cannot be played. Oh my god is calling to their god.
In Ten Commandments:
God commanded Israel, “You shall not take the name of the Lord your God in vain, for the Lord will not hold him guiltless who takes his name in vain” (Exodus 20:7).
So, casually using the name god is "sinful" for Christians.
By the same token, Oh my Jesus or Jesus should not be used casually. In some families the child says Oh my god, and the parents will correct it.
note:
For some foreigners who are not strong in religious beliefs, they will not mind, and they will say Oh my God, Jesus when they open their mouths. For example, Joey in "Friends" likes to say Jesus. But when you don't know the other person's background, it's best not to say Oh my god to be safe when you go out, because we can't predict the right religion, in case we meet someone with a strong religious belief.
There are so many expressions, why do you have to say Oh my god?
2, in Oh my God, you have to know...
Actually, just swap god for goodness, gosh
Oh my goodness.
Oh (my) gosh!: Oh my goodness!
Or just use:
Oh my! Oh my goodness!
3) A milder expression than "Oh my goodness"
For... sake
Oh my goodness/gosh/my is a direct, extroverted, exaggerated exclamation with a playful visual sense. Some foreigners like to sigh a little mildly:
sake means "purpose", For... Sake is the equivalent of "looking in" in Chinese: for the sake of"
Commonly used expressions:
For goodness'/heaven's sake: Oh my goodness!
A mild oath of exasperation, annoyance, frustration, anger, or surprise.
Emotions: Irritation, anger, frustration
-Could you just leave me alone, for goodness' sake?
Oh my goodness! Can you leave me alone?
-Oh for goodness sake, this is my new dress and now it got stains.
Oh my goodness, this is my new clothes, it's dirty now.
4. Polite version of "Oh my Goodness"
Some foreigners who pay attention to cultural literacy will say when expressing "My God":
Oh dear!: Oh my goodness
Dear me! : Oh my goodness!
used for expressing worry, sympathy, concern,distress,surprise or disappointment.
Used to express worry, sympathy, grief, surprise, disappointment.
-Oh dear! I forgot to lock the door.
Oh my goodness! Forgot to lock the door.
-Dear me! I'm late again.
Oh my goodness! I'm late again.