As mentioned, there is foreshadowing that hints at Mrs. Mallard's terrible repression which has enfeebled her spirit to the point that her health has been impaired. In the opening sentence,
Knowing that Mrs. Mallard was afflicted with a heart trouble,[not "heart trouble"] great care was taken to break to her...the news of her husband's death,
the indications are that Mrs. Mallard suffers from the imprisonment of the spirit that the femme covert laws of the Victorian Age impose upon her. This is why she is almost afraid to think that she is going to now possess "self-assertion." [A sob comes from her and she whispers "Free! Body and soul free!"] When this independence is suddenly and again removed, the quelching of her very spirit that has been set free kills her.
I would approach this question more from the shock factor of her joy at her husband's death. To this I would offer that the description of her as a feeble woman is, to me, an attempt from Chopin to lead us to believe that Mrs. Mallard is a typical, subservient wife. This being said, I also feel that Chopin somehow wants us to assume that subservient behavior also implies love. All these conflicting ideas are often seen in your typical Victorian literature prototypes, and I strongly believe that Chopin used these expected notions to her favor.
When we see that this seemingly devoted, feeble, well-behaved woman is suddenly happy when she hears the news of her husband's death is the real moment when the shock factor is introduced. To me, that is the "surprising" event. Her death is already foreshadowed (like the previous poster mentioned) so what is left for the reader is to decide exactly what will cause the death. In this case, it was the shock of seeing him come back. To the characters, Mrs Mallard suffered from a "joy that kills". To the reader, however, her death it is the final step of her complete detachment from a life that she does not want to live with him anymore.
Mrs Mallard's death is foreshadowed when we are told at the beginning of the story that she has a 'heart condition', and that a family friend chooses to break the news of her husband's 'death' gently because of this. As she runs through a maelstrom of emotions, culminating in 'monstrous joy' we are unsurprised that such heightened emotion should trigger 'the joy that kills'.
Mrs. Mallard was not a strong woman or she may have altered her life in some manner before she received the word of her husband's death. Although I found the ending sadly ironic, it didn't take me completely by surprise. It was probably a fitting end for a women who had an hour of freedom only to find it taken away once again.
I would say that it does. During the hour that Mrs. Mallard thinks that her husband is dead, we see her as a woman who is very interested in controlling her own life. She comes to have this feeling of intense freedom as she contemplates the rest of her life. It is not at all unthinkable, then, for her to die when she finds out that this life is going to be taken from her and she will have to go back to her old, more oppressive, life.