When Italians are shocked they often say "Mamma mia" or "Madonna!" or even "Madonna santa".
Other words that Italians may say when shocked is "Non ci credo" or even more formally "allucinante"
The reason why Italians say Mamma Mia is because it's an exclamation of strong emotion.
Saying Mamma Mia in Italian is also similar to the saying of "Oh my gosh" or saying "Oh my God" in English, and is used to express joy, surprise, shock or frustration.
The phrase "Mamma Mia" translates to "my mother," although it also functions as a mild and polite expression of strong feelings instead of just a literal invocation of one's mother.
Mamma mia literally means “mom/mum mine/my” and it is an Italian exclamation that can convey many different emotions: surprise, fear, pain, joy, exasperation.
Although Mamma mia literally translates to "my mother" it is rarely used in the context of "my mother" and is instead an interjection that is used to convey various strong emotions.
Italians use Mamma Mia to express a range of feelings including disappointment or dismay, frustration or annoyance, joy or excitement or surprise or shock.
Surprise or shock is like when something happens unexpectedly and joy or excitement is a result delight at good news or something good.
Italians may say Mamma Mia to show displeasure with a situation or convey sadness or concern.
The phrase "Mamma Mia" is well known among Italian speakers but has also become a cultural cliche and is often exaggerated by non Italians.
Mamma Mia is also widely understood, and it's not the only expression that is used by Italians and it's usage can vary by region and individual.