A long time ago, people used to be embarrased when they had tickets to a Saints(LA football team) game. They would put paper bags over their head bc the Saints, honestly, were not very good players (besides Archie Manning).
Now, please understand, the Cajuns in Louisiana,(desendants from French, Spanish, and German colonists+Native americans in the area), had very thick accents.Sometimes, and I mean most older Cajuns have this accent, pronounce "this" as "dis" or "that" as "dat".
So the people would point at the fans paper bags and ask, "Who dat?"
There is also a singer that wrote a song with these words as lyrics a while back. In late 2009, a man by the name of Cracka Trax Ft. Dat Boi Pantha sings the song "Who Dat Say Dey Gonna Beat Dem Saints (Put The Hurt On 'Em)".He on the other hand was a Saints fan bc of how they played that season.They eventually went to the Super Bowl of 2010...Wait...We're all caught up now!I hope dey win!!!
Saints Fan #1: "Who dat say dey gonna beat dem Saints?"
Saints Fan #2: "Well, I'm preddy sho Brett Farves did, but look wha dat got em."
Both:"HAHAHAAAAAHAAAAAAAA!!!!!"Example written in thick Cajun accent