"Oh boy!" is an informal, predominantly American English, and somewhat outdated expression of surprise or excitement.
"Do I love it" is a rhetorical question - that is a question which does not demand an answer, but rather meant to remind the hearer of the answer, or make them reach an obvious conclusion. In this particular example, the speaker clearly does "love it", and is emphasising this by the use of rhetoric.
This sort of expression is probably quite familiar to most native English speakers but is not as common today in everyday speech. You will find expressions like this in literature, but both elements of your example - the exclamation, and the particular rhetorical question used - feel quite outdated. I associate them with American literature, TV and films of the 1950s and 1960s.
Other rhetorical questions are still common - many used sarcastically, for example, "Is the Pope Catholic?", or "do you want to be a failure for the rest of your life?" As you can see, it is perfectly acceptable to begin a question with an auxiliary verb like "do" or "have".