Gregor is rather placid when he firsts awakes to learn he has turned into an insect. Instead of screaming in horror or despairing, he tries to go back to sleep. He is unable to do so because he only sleeps on his right side and now that he is an insect, he cannot position himself that way. He also thinks about how much he hates his job as a traveling salesman and how grueling the work is since it forces him to get up so early that he is never able to get enough sleep.

Gregor's wanting to fall back asleep after this dramatic realization is the first manifestation of one of his key personality traits: passivity. He hates his life but does not try to find a way to change it. That he goes into musing about how miserable his job is also suggests that being an insect is not nearly as awful to Gregor as his work. Furthermore, his being an insect might even have been triggered by his work: insects are perceived as single-minded (think of worker ants or bees), which is all Gregor's family and co-workers want him to be. They see him more as a beast of burden to benefit from than a human being—this was the case even before he grew six legs.

His shape might have changed, but Gregor does not assume it will have any effect on his daily life: this does not show that Gregor is delusional, but that he is resigned to suffering.

Gregor's reaction is not what one might expect. His main fear, in the opening of the story, is the consequences of being late for work; indeed, his transformation is less horrific than it is inconvenient, as Kafka describes in great detail the difficulty Gregor has in moving around in bed or in getting out of bed.

It's not that Gregor is unaware of what has happened to him; he recognizes that his body had horribly changed, that instead of arms he has many legs which he seems largely unable to control; he even recoils as if from a "cold shower" when he touches his body with one of his legs. He closes his eyes so he won't have to see himself.

One way of thinking about the opening is that Gregor is fixating on his daily routine to distract himself from what he has become. On the other hand, is it also possible that Gregor's slavish sense of duty to a demeaning job has literally transformed him into an insect. Either way, Gregor's reaction is not one of horror, but anxiety and resignation.

Gregor's initial response to realizing that he has changed into a "monstrous vermin" is largely observational.  He doesn't panic; in fact, he doesn't even seem to be surprised.  He notes his "back as hard as armor plate" and "vaulted brown belly" as well as his "pitifully thin" legs that squirm "helplessly before his eyes."  He does wonder, "What's happened to me?" but it is unclear whether he is referring to his physical change or something else.  He looks around at his "small" room, his "traveling salesman" paraphernalia, the picture of a woman he cut out of a magazine and hung on his wall, and even the "overcast weather" outside, weather that "completely depressed him."  It seems, then, that he has more of an emotional response to the rain than he does to the fact that he is a bug.  

Further, he considers his "grueling job" and his "day in, day out [life] on the road."  He eats "miserable food" and has "no relationships that last."  The narrator's choice of words such as "pitifully," "helplessly," "depressed," "grueling," and "miserable" help, I think, to explain why Gregor is so calm in the face of his apparent physical change.  There isn't really much that will change for Gregor between his life before he became a bug and his life after.  He had no fulfilling relationships then; he'll have none now.  He ate miserable food then; he will now.  His life was relatively pitiful before, so much so that he had no picture to hang on his wall except a rich stranger from a glossy magazine, and his life will continue to be pitiful and lonely.  He lived only to work before, and bugs are usually pretty good at working.  Therefore, his life before and after his physical metamorphosis will be virtually the same: only his shape has changed—not his situation.  

In the novella, Metamorphosis, by Kafka, Gregor’s sudden transformation into a bug causes quite an unusual reaction. Although some people might panic, Gregor responds in a quite unexpected way.

When Gregor first wakes up, he discovers that he changed into a bug during his sleep. Instead of jumping out of bed or screaming, Gregor responds by trying to go back to sleep and avoid dealing with the transformation. As Gregor himself states:

"'Why don’t I keep sleeping for a little while longer and forget all this foolishness,’ he thought.”

Despite his best attempts to simply go back to sleep and avoid dealing with his transformation, Gregor could not avoid the change by sleeping. As a result, he eventually got out of his bed. At this point, he could have panicked or thought about the repercussions this transformation could have on his life. Instead, he thought about the daily struggles he experienced (such as a frustrating transportation and job that he does not enjoy).

As a result, Gregor has an unusual reaction to his transformation. It is not until later in the story that he must confront his change. Despite his lack of normal reaction, this change still greatly impacted this character’s life.