I'm not sure if it's the right answer, but when I was growing up and accidentally uttered "Oh my god." I was disciplined, because unless using his "name" (hold on for a moment with that) in prayer or in study then I was using in vain. My argument was I never said "His Name." I was then lectured for being a smart arse and was sent to my room. But I digress.
Most Jehovah's Witnesses wouldn't say such a saying...they would say "Oh my goodness." I don't see what the big difference is though...to me it's the same differents between "Shoot" and "Shit." It's being said in the same spirit...and as we all know God can read our hearts and minds and know that deep down we weren't saying "Oh my goodness" we were really thinking "Oh my god!"