It seems to me that religious Jews do not say "Oh my God" so I'm asking if there is anything wrong with saying that?
I'd also like to know if there would be an issue to say "Oh my Gosh"?
Rabbi Ovadia Yosef expanded on the Biblical commandment “Thou shalt not take God’s name in vain” declaring that Jews may not do so in other languages as well.
This makes saying “Oh my God” or the Arabic “Ya Allah,” both popular Israeli slang terms, halachically forbidden.
He explained that the “the prohibition is against saying His name when it is not in the context of a blessing or a prayer. We prefer to be stringent and apply the prohibition to languages like English or Arabic.” https://www.jpost.com/breaking-news/ovadia-yosef-jews-may-not-say-oh-my-god-or-ya-allah
There are two separate prohibitions pertaining to saying God's name in vain. The first is in the עשרת הדברות:
לֹא תִשָּׂא אֶת-שֵׁם-ה' אֱלֹהֶיךָ לַשָּׁוְא
The other is an איסור עשה (positive prohibition), though I cant remember what it is at the moment. (Possibly כִּי שֵׁם ה' אֶקְרָא הָבוּ גֹדֶל לֵאלֹהֵינוּ).
The former applies only to saying God's name in vain in the context of a wasted or false blessing or swear. The latter applies to any other case.
It is implied by the Gemara and explicitly stated by some acharonim that the prohibition on saying God's name in another language only applies to when one is swearing or saying a blessing in another language. This is because when you do those things in another language, you're still invoking the idea of God into your statements. However, just mentioning the word God isn't actually his name, so it's meaningless without context.
I think saying the words "Oh my G-d" can be seen as taking the L-rd's name in vain in certain circumstances and not in others. For example, when in prayer.
As for "Oh my Gosh" or “gosh almighty,” my rabbi says we Jews should refrain from saying them since these terms are speaking about the Christian Holy Ghost.
He also says that saying “bloody” comes from the blood of Jesus and “knock on wood” refers to the crucifixion cross. In other words, he says that Jews accept Christian notions without realizing it and should recognize that these sayings are not Jewish, they are Christian.