Say "Oh my gosh!" when you're surprised by something:

Oh my gosh! Look! She's taking her first step!

Oh my gosh! It looks like there was some kind of accident.

"Oh my gosh!" is a more polite version of "Oh my God!". Some people don't like it when others say "Oh my God!" so "Oh my gosh!" is a version that you can use around people you don't know very well.