I understand the meaning of the saying "I'll go he", but does anyone know where it comes from?
The researcher here seems to think that there is a couple of words left off.
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According to ABC.net.au,
It turns out that “go he” is an expression that comes from children’s games. In many games (hide and seek or piggy-in-the-middle, or chasings) there’s one child who is “in” or “it” or “he” (depending on where you grew up) – the one who seeks or chases. When used by adults the expression “I’ll go he” is a statement of confidence – “I’ll go he” is an offer to do something unwelcome or unlikely – an offer that can be made because the speaker is so confident of what they’ve said.¹
I do not put a lot of stock in the comment of the researcher who said there were a couple of words left off, shared with him by Australian reference librarians, but then refused to disclose them. Supposing the researcher is honest, there is still too much distance between him and a reliable reference source. His theory of two missing words – whatever they are – is hearsay at best.
It is equally likely that these librarians consulted a slang dictionary, possibly Cassell’s Dictionary of Slang by Jonathon Green (Weidenfeld & Nicolson, 2005) –
I’ll go he! excl. [1950s+] (N.Z.) an excl. of surprise.
I’ll go hopping to hell! excl. (also I’ll go hopping! I’ll go hopping to hell backwards!) [20C+] an excl. of amazement, approval or admiration.
– or A Dictionary of Catch Phrases: from the Sixteenth Century to the Present Day by Eric Partridge, edited by Paul Beale (Routledge, 1986) –
I’ll go he! is a NZ c.p. exclam. of surprise: since c. 1920. From those children’s games in which one participant is either blindfolded or otherwise made the ‘victim’. Cf:
I’ll go hopping to hell!—esp. when prec. by well, an addition that affords a vigorous rhyme. Indicative of astonishment—or of profound admiration—or of both: C20. See well, I’ll go to Hanover!
– and that the librarians (or the researcher) jumped to the conclusion that the two exclamations, adjacent on the page, were necessarily related.
I'll go he is found in Australia from the 1910s.
I'll go hopping [to hell] is found in Australia from the 1920s.
I don't know for sure, but as both are found in the same country around the same time, it's possible the former is a polite euphemism for the other, it probably being unacceptable to publish the latter in earlier times.
I'll go he dates from at least the 1910s in Australia, so possibly earlier with a New Zealand origin. It's used in the form:
"If something happens that I think is unlikely, then I'll go he".
Searching the Trove archive of Australian newspapers (1803 - 1954) gives this from The Mail (Adelaide, SA) of 21 December 1912 in a letter from a Mr EC Murch:
If each one sells as many as the enterprising secretary, then the coffers of the Society for Prevention of Cruelty to Animals will get a big lift. To use his words— "I am going down to the Port races on Saturday, and if I don't sell a hundred tickets I'll go he."
From "Gittin'-Up Time: A Bushman's Bleat" in the Sunday Times (Perth, WA) of 22 June 1913:
Said Bill: "I came down here for a spell. I want to rest in the mornings. I struck a joint last night, and they had me up before the sparrows. Look here, Sam, I'm a full Jerry to your little joke, but if your joint is worse than mine, spare me days, I'll go he! Lead me to it."
The Northern Miner (Charters Towers, Qld.) of 26 October 1920:
Mr. Thespian: Look here, Mrs. Chatterbox Thespian, I'll "go he," if you can tell me how Mr. Adler can conscientiously be a Prohibitionist.
Then with the words — 'If that is not the shortest speech I've. made in' this House, I'll go 'He' ' — He sat down.
I don't know if I'll go he actually derives I’ll go hopping [to hell]! but this phrase and related phrases (to heaven/hades/h----/----) can also be found initially used in a familiar manner Australia from the 1920s:
"If something happens that I think is unlikely, then I'll go hopping [to somewhere]".
Or later exclaimed when surprised by something unlikely:
"Well, I'll go hopping [to somewhere]!"
The Recorder (Port Pirie, SA) 15 August 1925 writes of a football match:
'What do you think of the umpire?', queries No. 1. 'Oh ! he's not bad,' I replied with a show of wisdom. That did it. 'Not bad!' came the response, accompanied by a disgusted snort; 'Not bad! Where's your eyes?' If he isn't favoring the -------- I'll go hopping.' I endeavored a feeble answer. 'You're one eyed,' was the retort I received.
Townsville Daily Bulletin (Qld.) of 16 February 1933:
... and he dumped the end of the sapling with all his force into the middle of the fire. 'Well I'll go hopping to China' yelled the other, 'If you haven't squashed my damper.
Williamstown Chronicle (Vic.), 12 May 1934:
THAT recently a weeklly paper in the "big smoke" referred to the League as "the parent body." Well, I'll go hopping to h-------! That's the first time I've ever heard of the child being born before the parent!
One habit Bruce had cultivated, that of expressing his feelings when under the stress of great emotion without resorting to the practice of using bad language.
"Well, I'll go hopping to heaven in hobblechains," he muttered, more surprised than he had been at the appearance of the "ghost" and its sudden and unexplainable vanish ing.
Advocate (Burnie, Tas.), 5 October 1938:
He says a sports meeting and outdoor display are tame. So he suggests a photography competition. Well, if that's not tame, I'll go hopping!
1938: 'Well, I'll go hopping to H-----.
1941: Well, I'll go hopping to Hades.
1942: 'Well, most towns have their Bobby Burns statue, but I'll go hopping if I've ever seen one before with three of them!'
1943: WELL, I'LL GO HOPPING TO - SMELLIE'S and get some decent Gates to keep the I BIG THIEVING wows out of the Garden
1943: "I'll go hopping if I'd stand for that punk tune.
1946: 'Well, I'll go hopping to — . Where did she get to ?'
1947: 'Well, I'll go hopping to Hades,' he said as he sat down. 'We've run out of petrol.'
In a search of the National Library of Australia's Trove archives, I found a significantly earlier instance of "Well, Ill go hopping!" than the ones noted in Hugo's very useful answer. From Hugh Vernon, "Goblin's Adventure: A Midnight Experience: Story of a Street Arc Lamp," in the [Sydney, New South Wales] Sunday Sun (March 19, 1905):
Mr. Goblin was a man of extremely mixed habits, and this night in particular had been looking on the wine when it was red. Mr. Goblin was not only unsteady in his gait, but actually couldn't discern which of the keys on his key ring was the open sesame to his front door. "Dash it," ejaculated Mr. Goblin. "Why don't they have a light in front here?"
Then Mr. Goblin gave a jump that nearly sent him sprawling down the steps, for there just in front of him stood a man, dressed just like any ordinary man of the present day, but his clothes shone like the rays of the moon.
"Well, I'll go hopping," was Mr. Goblin's first remark as he recovered himself from the surprise.
"It Is very good of you, old chap, to give a whole King's Birthday illuminous display, on my behalf, but you'll get yourself into a devil of a mess by smothering yourself with phosphorus like that, and then look at the danger of it."
An unexpurgated version of the expression appears in Yussuf, "A Penny Ha'penny!" in the [Sydney, New South Wales] Smith's Weekly (December 9, 1922):
Entering the empty bar, he [Bill] called for half a pint of Bass, and put six-pence on the counter. The publican took it, and Bill swallowed the beer as it should be swallowed. He was just about to repeat the order when a bow-legged Cockney Tommy walked in; said: "'Arf a point o' Bass," and put fourpence ha'penny on the boards. When the beer was supplied, swallowed by Tommy, and the coppers transferred to the till without comment by the host, something seemed to happen to Bill's inside; his hair stood up, and his cheeks burned. He stupidly watched the soldier pull the door open and swing out, and then he found his voice: "Well, I'll go hoppin' to Hell!" "What's that?" queried Bung. Bill looked at him coldly, and his face was white now. "Half a pint of Bass!" he said. It was brought, quickly despatched, and the mug rattled on the counter. "Another half pint!" he ordered. The publican brought it, and while it was on the way to join its fellows, he said: "Y' haven't paid for t'other yet, sojer." Bill wiped his mouth with the back of a right hand whose knuckles were strangely knobbly; then, banging the same fist on the bar counter with a thump like a Minnewerfer going off, roared: "And I'm not goin' to pay for t'other or this one t'either! If you think I come 50,000 miles" (a few miles didn't matter to him) "to be robbed of a penny ha'penny by a pot-bellied Pommy pirate, you're on a loser, boy!"
This second instance instance is 17 years younger than the first, but journalistic discretion being what it is, I consider it as likely as not that "I'll go hopping to hell" was the original form of the phrase, and "to hell" got truncated or redirected to other destinations out of situational politeness.
As for "I'll go he," the Trove archives yield a slightly older instance than the one from 1912 that Hugo's answer notes. From "From Over West," a letter from Gwen Curry, writing from, Perth, Western Australia, to her Uncle Jeff, in the Albury [New South Wales] Banner and Wondonga Express (July 2, 1910):
The Johnson-Jeffries fight is also causing excitement. The little boys in the streets are betting with their pennies and half-pennies, as the men are with their pounds. All I have heard so far are for Jeffries. I heard one kiddie exclaim: 'If Jeffries does not win this fight I'll go he.' I know nothing about fighting, so I can't say if he will be 'he' or not. But last and not least is tho subject that is causing the greatest excitement, namely, tho cost of living.
There are, however, a couple of additional complications not mentioned elsewhere on this page. Starting in the early 1890s and continuing at least into the 1910s are instances of "I'll go you" used in the sense of "I'll take you up on that bet [or offer]," as we see in this instance from "Telling Time by an Heirloom," in the [Brisbane] Queenslander (December 12, 1891):
"But, really, is it reliable?"
"I oan tell the time to a half minute by it and swear to it. I'll bet I can come closer to the exact time than you now."
"I'll go you." He pulled out a handsome little stem-winder, glanced at it, and said: 'It's 12.33. Now get a crowbar and open your old safety-deposit vault and see what time you make it.'"
And again in this one from "The Humorist: Pinto Bill as a Publisher," in the Adelaide [South Australia] Observer (December 28, 1895):
"'Now I want a Business Manager,' I said, 'and you're just the man for that end of a newspaper. I never was any good at that. I can stick the type and write the editorials and the news, but I can't hustle for ads. and subscribers. You and I together could make a big thing of it.'
"'I'll go you,' he replied, and we made a bargain right there.
Second—and far more pervasive—is the expression "I'll go bail," meaning that "I am willing to bet." It appears in Australian newspapers going back at least as far as this instance from T. Crofton Croker, "Legends of the Lakes; or, Sayings and Doings at Killarney," in the Sydney Gazette and New South Wales Advertiser (August 22, 1829), in a story set in Ireland and reprinted from the [London] Mirror:
'O, but the day isn't over yet,' said Tom, 'so you'd better not halloo, sir, till you're out of the wood. I'll go bail we'll have rain some time of the day, and then you may be sure of it for the forty days.'"
My searches of the Australian Trove archives yielded instances of "Well, I'll go hopping!" from 1905 and of "Well I'll go hoppin' to Hell!" from 1922, as well as an instance of "I'll go he" from 1910. Whether the two expressions are closely related is unclear. The early "I'll go hopping" examples involve adults, whereas the first "I'll go he" example is explicitly attributed to a child. I see no reason to assume that "I'll go he" emerged directly from "I'll go hopping [to wherever]."
The meaning of "I'll go he" seems to be something like "I'll be shocked [if some specified thing happens in the future]." The meaning of "I'll go hopping," although similar in sense, seems cast much more in the present tense, and thus has a sense more along the lines of "I'm stunned" or "Well, blow me down!" This is borne out in the excellent examples that appear in Hugo's answer.
It is also possible that the usage "I'll go he" was influenced by the slang expressions "I'll go bail" (from the 1820s forward) and "I'll go you" (from the 1890s)—the former meaning, essentially "I'll bet" and the latter "I'll take you up on that." But if the wording "I'll go he" really emerged into the public record from early-twentieth-century Australian children's patois, nailing down its precise historical origin and antecedents may be very difficult indeed.