According to her, this is the appropriate response when told something by any show official.
It's not a lie, it's not an admission of guilt, it's simply an expression that allows the show official to view you as a ditz, but as a harmless, non-defensive ditz.
I think we should all use "Oh!" more often.
The specific example my trainer gave was this:
You are warming up around the dressage court and the bell rings (you have 45 seconds to enter the court). You take your time. As you pass the judges stand, they say "Did you hear the bell ring". Apparently the correct response is "Oh!". Apparently the incorrect response (and what I would have totally said) is "I know."
The same applies if you are wearing your jacket at a jackets-optional show. You might be wearing the jacket because your shirt is wrinkled and has sweat stains. If the judge says "you know jackets are optional", the response is "Oh!", not "I know" (I would have failed this test as well).
So I've decided that "Oh!" is a wonderful word. I should practice. Here are some other situations where "Oh!" would be appropriate (and might make ride managers/show officials in a better mood).
Horses are not allowed in the check in area.