Yes, as Pogger says, "tian" is just a metaphor for God and is used in many Chinese expressions as such. 

Yes, tian refers not just to the sky....also refers to God. That is why u have 'tian' in the Chinese translation of 'Roman Catholic Church' - 天主教 - Tiānzhǔjiào.

the same expression of "Oh my god" in western culture

tian a....Chinese use "tian" or sky for god....becuase the majority of the population is not religious, therefore, it would be weird to say "shen a" or "oh God"

It is inherited from the old days when it was less scientifically aware of the causing of some nature disastrous events, which made people believe beyond the high sky there was a mysterious power( lord, which pronounces tian in Chinese) ) that could oversee and manipulatively affect human activities. when people failed to interpret in their lives for what ever puzzled them, they would believe it was the mysterious power from far end sky that imposed bad or good luck on them, so this belief descended all the way down to today, which among most people it is still alive in the form of being superstitious. when they are surprised or emotionally shocked, they will say: my lord! ( tian a!)