This term has been morphed into who dey by fans of the Cincinnatti Bengals.
Moses: "Who dat!"
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 #2: "Well, I'm preddy sho Brett Farves did, but look wha dat got em."
Example written in thick Cajun accent
Person 2: You could have just said who dat.
It has been debated exactly where it started, but some claim it began with Southern University fans either in the late 1960s or early 1970s and went "Who dat say dey gonna beat dem Jags" - Southern University being nicknamed the Jaguars.
Another claim is that around the same time it began at St. Augustine High School, a historically African-American all boys Catholic high school in New Orleans, and then spread to the New Orleans Public Schools.
Another claim is that the cheer originated at Patterson High School in Patterson, Louisiana (home of Saints running back Dalton Hilliard).
By 1983, the New Orleans Saints organization officially adopted it during the tenure of coach Bum Phillips, and Aaron Neville (along with local musicians Sal and Steve Monistere and Carlo Nuccio) recorded a version of "When the Saints Go Marching In" that incorporated the chant (performed by a group of Saints players) that became a major local hit, due in part to the support of sportscaster Ron Swoboda and the fact that Saints fans had been using the chant already.