This saying is an acronym (like NASA or USA) in which each letter stands for a word.
People use SOHCAHTOA to remember the folling trigonometric ratios:
S | O | H |
Sine | Opposite side | Hypotenuse |
C | A | H |
Cosine | Adjacent side | Hypotenuse |
T | O | A |
Tangent | Opposite side | Adjacent |