I was definitely surprised! I was only 38w and after hearing the entire pregnancy that first time mother's often go weeks over, I hadn't even considered that I might be one to go early, I was preparing for the long haul. Took me ages to click that I was actually in labour (started with contractions, water didn't break till just before she was born). Looking back, I probably dismissed some signs but I really wasn't one to analyze everything... well might have been if I was still bouncing around at 40+ weeks but at that point I was still thinking it was ages off.