A Triple U is the sound made when pronouncing "WH" as in what or who. A Triple U is recognized more often when the "H" is spoken in an accentuated fashion. Very noticeable in anything Christopher Walken says.
Ted: WHo, wHat, wHen, wHere, wHy?
Carol: Golly Ted! That's a wHole lot of Triple "U"s in one sentence!