OMG: It was first used in writing in 1917.
Although people might have said it before then, the popular acronym for “Oh My God” was first used in writing in a letter to Winston Churchill in 1917. It was used by John Arbuthnot Fisher, a retired Admiral of the British Navy, who said in his letter “I hear that a new order of Knighthood is on the tapis, O.M.G. (Oh! My God!)”