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.