As I was listening to Shostokovich's 11th Symphony in my car, I had one of those moments when, after turning up the volume to the highest possible setting to hear a pianissimo passage, I (along with my speakers) was blown away by a sudden fortissimo passage that came out of the blue. Dynamics suitable for a concert hall don't work so well in a car driving freeway speeds!
Most musical surprises are fun. Haydn's famous "Surprise Symphony" was written as a prank on audience members who fell asleep in the slow, relaxing 2nd movement. And I love the moment in Stravinksy's "Firebird Suite" after the tranquil Princess' Round, when the Infernal Dance begins with a loud crash, literally scaring everyone out of their seats, including those in the orchestra as well as the audience! Some are genuinely frightening--like the one that Shostakovich pulled on me. (Given Shostakovich's tormented disposition, this particular passage was probably meant to really terrify its listeners, as opposed to tease them into wakefulness.)
I suppose musical surprises don't just happen when a soft passage instantly becomes loud. There are other ways of catching the audience off-guard, such as when a crescendo suddenly bottoms out, or an unexpected tempo change occurs. What examples can you think of in your repertoire?