It's difficult to know ... I think just about everything he saw or thinks he saw in the woods that night surprised him. Something he says at the end, however, shows wonder, if not surprise:
"That old woman taught me my catechism," said the young man; and there was a world of meaning in this simple comment.
He finds it incomprehensible that the woman who taught him his catechism could possibly be there in the forest that late at night. He is ever more surprised at her conversation:
"Ah, forsooth, and is it your worship indeed?" cried the good dame. "Yea, truly is it, and in the very image of my old gossip, Goodman Brown, the grandfather of the silly fellow that now is. But--would your worship believe it?--my broomstick hath strangely disappeared, stolen, as I suspect, by that unhanged witch, Goody Cory, and that, too, when I was all anointed with the juice of smallage, and cinquefoil, and wolf's bane"
He would have to be surprised to hear this ... hearing the woman who taught him his catechism callhim a "silly fellow" was something he never expected ... and something he could never deal with ... even if it didn't happen.