If you need a word to call other "words" like "Yay!" or "Rats!", then exclamation is your word. An exclamation is usually followed by an exclamation point. Go Figure.
The shocked cry you made when your friends jumped out and yelled, "Surprise!" at your birthday party? You could call both your yelp and their "Surprise! exclamations. The Latin word exclamare, or "cry out loud," is at the root of the noun exclamation. An exclamation doesn't need to be a literal "cry," though — it can be a surprised "Wow!" or an angry "No!" Anything you say with abrupt excitement, pain, fear, or anger is an exclamation.