A common misspell of the term "Gay Sex". The term "Say Gex" is handy dandy when you(strictly a male) want to have sex with another male, but don't want to be embarrassed when asking.
Hogan: Eh mate, you up for some "say gex" tonight?
Alex: What the hell are you talkin' about.
Definition:
LEGO® Say Gex™ is a term used to describe the act of having gay sex while stepping on LEGO® bricks. This activity is specifically noted as being only for masochists due to the physical pain involved.
Example 1:
Hey Man! i just had the best LEGO® Say Gex™ of my life!
Example 2:
LEGO® Say Gex™ is the best thing ever, you should try it
The fandom culture phenomenon and unwritten rule that as long as a character is not specified to have a defined sexuality, no justification is required for portraying the character with a set sexuality even if there's no proof of such in the original media. The gender identity equivalent to the phenomenon is referred to as "Shrodinger's Gender".
Fan #1: I personally like to imagine that the main character is gay.
Fan #2: But nothing in the canon suggests that he's gay.
Fan #1: Well, but then nothing in the canon suggests that he's straight, thus creating the Freud's Saygex phenomenon.