Yes, the results of the Milgram studies were surprising to many people. Most people would not expect ordinary individuals to obey an authority figure to the point of inflicting pain on another person, even if they felt it was wrong. The fact that a significant proportion of participants in the study continued to obey the experimenter's instructions, even when the learner (the person receiving the electric shocks) protested and begged them to stop, was a shocking finding.
The results of the Milgram studies have had a profound impact on the field of psychology, and they have led to a great deal of research on the topics of obedience to authority, social influence, and the ethics of psychological research.