The dictionary defines interjection as an exclamation inserted into an utterance without grammatical connection to it or any of a class of words used in this way (Ex.: ouch! well!) ... looking at a list of interjections may further explain this definition. An interjection is essentially almost any word in English that you can insert into a sentence to convey emotions.
The list of interjections used in English is extremely long, just as the list of adjectives or adverbs would be. Almost any word or phrase can be used as an interjection, if it is inserted into a sentence to convey emotion. For example, if you hurt yourself, you might say "Darn! That hurt." Darn would be the interjection. You could, however, also say "Ouch! That hurt." Or "Dang! That hurt." Or "Gee! That hurt!" or… well, as you can see, this could go on and on.
Interjections do not always have to come at the beginning of a sentence either. For example, if you said "So, you don't like spinach too much, huh?" "Huh" would be the interjection on the end of that sentence, designed to convey the emotion or confusion (or perhaps sarcasm or dismay at the dislike of spinach).
Interjections can even be found right in the middle of a sentence. For example, "When I think about the number of interjections in English, good gracious, I don't think I could ever list them all." In this case, "good gracious" is the interjection, designed to convey your amazement at the number of interjections, or your dismay at the prospect of listing them all.
If you want to jazz up your formal writing with some interjections, here is a list to get you started.