"Dat" is a colloquial alternative to the word "that". It's use in the friendly and competitive scenes alike is to lightly complain about, jab at, or praise the character or technique which brought the loser's defeat; it is mostly a playful saying. For instance, should you three-stock me with Kirby by pulling off three consecutive, remarkable spikes, I might reply with, "Dat Kirby." Should you end the game by taking me into a joint free-fall from the ledge with Kirby's neutral-special, I might reply with, "Dat Kirby." Should you do nothing but spam Kirby's up-special over and over, I might reply with, "Dat Kirby."

In other instances, it could be used to mock or tease. For example: Dat thread. Hope this helps!

There should be a Brawl dictionary.