Two of many! But,

1. So the name of the show is Yu-Gi-Oh! because the original Japanese title is 遊☆戯☆王, or Yū-Gi-Ō!, which translates to "King of Games." It's also of course a play on Yugi's name. The show comes to America, and as all anime airing on Saturday morning cartoons did, it localized most of the names to be more familiar to it's new audience. (Jonouchi becomes Joey, Anzu becomes Tea, &ct.) The exception is Yugi, because for whatever reason they decided to keep the original title of the show instead of localizing that as well.

But the title now has a problem: American children who mostly don't speak Japanese aren't going to get that "Oh!" is supposed to mean "King." So the title Yu-Gi-Oh! is somewhat nonsensical. How do you fix this? Well, they decided to incorporate the title into the show. And the show already had this transformation sequence when Yugi becomes Yami.

So now, instead of standing there in stunned silence as in the Japanese version, Yugi now screams "YU-GI-OOOOOOOOOOOOOOHHHHHHHHHHH!!!!" at the top of his lungs. It's so funny to me, just yelling this phrase to justify the title after the fact.

2.