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In a review about Ninja Gaiden, the author pointed out that the Ninja always says: "What the...?" to express his emotion.

So I think that there is noway to complete this sentence without making it rude & uneducated?

Rude:

  • What the hell/heck?!
  • What the f-word?

Uneducated:

  • What the what?! (That's what the cartoon character Gumball said - What's that even mean, it's meaningless so I count it as uneducated)

So if you were the Ninja Gaiden and you were forced to complete what you had said (you had said "What the...?!" to express your anger/surprise/scare/... ), How would you complete to make sure you were a polite & educated person.

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If you want to make it sound less harsh, then why don't you use a euphemism to do that? A euphemism, in case you didn't know, is a mild or indirect word or expression substituted for another word that's considered to be too harsh or blunt when referring to something unpleasant or embarrassing (source). According to the majority of online dictionaries, what the heck and what the hey are "officially" defined as expressions used as euphemisms for what the hell. So, you could use those.

On the other hand, you could use what in the world which, I'm sure many would agree, could probably be considered what you call the polite version of what the hell/heck. Or you could use all these expressions interchangeably depending on the situation:

What in the world are you doing?

What in the world are these for?

What the heck is going on here?

What the hey...

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To supplement @MichaelRybkin’s excellent answer, there are also many variants on “What in the world?” For example, possibly in increasing order of exhaspiration:

What on earth?

What in heaven’s name?

What on God’s green earth?

What in the name of all that is holy?

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  • [+1], hey, I like "What on God’s green earth?", I think I gonna use that. – 123iamking Apr 4 '18 at 7:38

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