The Lottery, by Shirley Jackson, is a famous short story that acts as a prime example of the "twist ending," which is very popular in short fiction because it allows a quick conclusion in a small space. Although it was badly received on publication, it has since become regarded as a classic of the genre.
The infamous conclusion of The Lottery, in which the "winner" of the titular lottery is stoned to death as a sacrifice to nature and the harvest, comes as a shock to the reader, since there has been little-to-no information about the purpose of the lottery itself. The characters are not surprised; everyone involved is well aware of the ritual, even the children:
The pile of stones the boys had made earlier was ready; there were stones on the ground with the blowing scraps of paper that had come out of the box.
The children had stones already, and someone gave little Davy Hutchinson few pebbles. Tessie Hutchinson was in the center of a cleared space by now, and she held her hands out desperately.... (Classicshorts.com)
Clearly, this is routine for the whole village. Indoctrination of the young Davy -- son of the chosen victim, no less -- is simple and marked only by a single sentence.
The reader, however, is meant to be shocked by the sudden turn of events; what has seemed to be a joyous summer festival is in fact a brutal human sacrifice. In the modern day, and in 1948 when the story was published, human sacrifice is an unheard-of crime against humanity; for it to be the yearly habit of a folksy farming community is shocking indeed. There is almost no warning, save Tessie's protestations of fair operation, and those are easily passed over until the twist.
Through the short story they give clues to what will happen. In class we studied the Lotery, it was one that i liked a lot and what happened in the end did not come as a surprise but that could have to do with the fact that that's the type of stories that i like. To my teacher and the rest of the students it came to a surprise because the author skillfuly eluded the attention of the readers from the clues to the event as a whole. When looking at the story as a whole some notice as they are reading that the story has a slight creapy aspect to it and that it all leads to a big finale and some might only notice the clues after reading the whole story.
Does the conclusion of The Lottery come as a surprise?
To some the answer will be yes and to others no; it all depends on the person that reads it. That's the same for most things.