Say “cheese” is an instruction used by photographers who want their subject to smile. By saying “cheese”, most people form their mouths into what appears to be a smile-like shape. Additionally, the absurdity of saying “cheese” for no apparent reason can incite glee in some people.
As this practice became ingrained into modern western culture, it has taken on the simple role of a final warning before a photograph is taken. Often subjects will simply use the phrase “say cheese” as a cue to enter their final pose and to smile, neglecting to actually say “cheese”.
Over the years, many other words have been used in place of cheese. For comedic effect, a photographer might say “Say ______” filling the blank with a word relevant to the event or action he is photographing (for example, “Say wipe out” during a seaside photograph). Other times a person will fill the blank with an absurdist or seemingly arbitrary word of their choice.