Although this is a resolved question, I must say that Jasmine is correct.
While "Sweet niblets!" is not heard too often in every day speech, it is a colloquil expression.
However, rather than merely meaning "My Goodness", it is used as a substitute for profanity. Especially the phrase "Oh Shit!"
It is used in this way in practically every episode of the TV show "Hannah Montana" by Miley Cyrus.