That just gave me the idea that it would be fun to inspect exit a little.
Which led me down this path:
>>> repr(exit)
'Use exit() or Ctrl-Z plus Return to exit'
>>> dir(exit)
[(...), 'eof', 'name']
>>> exit.eof, exit.name
('Ctrl-Z plus Return', 'exit')
Okay, cool, the "Use exit() etc." blurb appears because it's the function's repr, and the string is assembled from its name and eof properties.
Now let's try to make our own:
>>> exit.__class__
<class '_sitebuiltins.Quitter'>
>>> gtfo = exit.__class__()
TypeError: Quitter.__init__() missing 2 required positional arguments: 'name' and 'eof'
Oh Python, you shouldn't have.
>>> gtfo = exit.__class__("a big puff of smoke", "a sneaky skedaddle")
>>> gtfo
Use a big puff of smoke() or a sneaky skedaddle to exit
Beauty!