My biggest shocker (ironic that I used this word actually...) was in OoE.
There was one section where you had to go through with electric sparks traveling across the floor and roof of the room. I knew it was there, I could see them coming, and I knew when I would be hit, but when I did get hit I just backed up from the screen and shook my face a bit. I can't say my reaction was out of surprise that I got hit or not, but I ended doing that two more times.
To top that story off, I was playing while in my school's library, so people may have seen that embarrassment. That has to be the very first time that's ever happened to me from any game I ever played.