Green’s Dictionary of Slang

an excl. expressing surprise or incredulity.

1917		A.R. Cooper Born to Fight (1969) 117: . ‘Coo,’ said the sergeant, using his favourite expression, ‘let’s have a drink’.
c.1918		‘Cats on the Rooftops’ in Bold (1979) 48: Old Brer Terrapin in his shell / Can’t get at it very well / But when he does — Coo! Fucking hell!
1934		D.L. Sayers Nine Tailors (1984) 228: Coo! tell us some more about that.
1942		Whizzbang Comics 42: Coo! We had better collect those.
1950		A. Buckeridge Jennings Goes To School 44: Coo! Yes! Wizzo!
1960		Wodehouse Jeeves in the Offing 65: ‘Coo!’ she said, having returned to terra firma.
2000		Observer Mag. 11 June 14: Coo-er. This is the man who once said that telling people not to take drugs was like telling them not to breathe.