User blog comment:TheNewProtagonist/Vol. 2 Episode 3 - And everyone's brains exploded./@comment-3146930-20140810171712

As far as the "Oh" goes, I'm sure Ruby will have more to say in the next episode. However at that moment in time, Penny may be the first of her kind and when you learn something as impossible as that has happened, there is bound to be some level of shock involved.