Green’s Dictionary of Slang

gee hee n.

[? initials of go to hell]

(US tramp) a problem, an instance of bad luck.

[US]J. London ‘And ’Frisco Kid Came Back’ in High School Aegis X 4 Nov. 2–4: After dat I cudn’t put em han’ ter nuthin’ widout gettin’ de gee hee. Nuthin’ went O.K.