From Sega Retro
The Sega Scream was a short sound clip of a man screaming "SEGA!" at the top of his lungs. The iconic sound was used frequently in advertising campaigns done by SEGA up until 1996. It was created while shooting a TV commercial with ad agency Colossal Pictures in 1992. A worker on the set suggested, "Hey, why don't you guys have someone scream "Sega" at the end?" The original scream was performed by Colossal's staff director, Jimbo Matison. From there, Tom Kalinske approved its implementation in ads, where it became a running theme and part of Sega's brand identity. Commercials for Sega products during the time period of it's usage would typically end with a person (or in some cases an animal or object) "screaming" the sound clip. In 1994, there was a "talking" Sonic the Hedgehog plush toy released that would play the sound when squeezed. The Sega Scream replaces the conventional Sega sound in Sonic 3D Blast on the Sega Genesis, and was a part of the official United States Sega website until May 1997.
In 2000, then-CEO Peter Moore decided to bring back the Sega Scream to promote the Dreamcast and three different ads incorporating it were debuted during the MTV Music Video Awards. You can listen to the original Sega Scream here.