“what the heck?” – Wiktionary

what the heck – Wiktionary

I seriously hoped, this would be a much nicer phrase than WTF, but it’s not; its wiktionary article explains:

(euphemistic) A “softer” way to say “what the hell?“.

For someone with a vague religious background, replacing “what the heck” with the well-known WTF is like “driving out demons by the power of Beelzeboul“. You may want to read this up in the Wikipedia article on Beelzebub, another way to write Beelzeboul.