An old term for not saying Jesus Christ, thus not using Christ's(God's) name in vain and not breaking one of the 10 Commandments or blaspheming. Usually used with emphasis.
Now people say: Jesus!, Jesus Christ!, geez!, or geez Louise! instead.
The term is older than the character from Disney films: a talking, singing, and fancy-looking cricket.
Jiminy cricket that marine just gave me a hot-foot!!...I'll kill him!!!
Did you see what that tornado did to that old barn--jiminy crickets!