In our interview with Martin Gordon
, he revealed "(Oh No, What Shall We Do?) Daddy Lost His Head in a Coup" is "a tune about email scams," more specifically, a Nigerian banking fraud that circulated in 2003 claiming to offer the addressee $19.5 million in exchange for their financial details. On his his official website, Gordon shared the hilarious correspondence between himself and the so-called "highly placed officials of the Civilian Government of Nigeria Federal Ministry of Aviation" that provided the basic material for this song. As for the rather ungainly title, Gordon added: "I do like using punctuation in song titles, although it makes registering them with collection agencies a right bugger, especially if you are a bit pissed."