As a general rule, I'm not a big fan of surprises because usually it means more work or more strife or more complication in my life. Who needs that? It is also the reason I don't like scary movies. But there are exceptions to this rule...
For example, I like to surprise myself. This does not happen often but when it does it means I've learned something about myself or I've revealed something about a character in one of my stories that I never knew.
I should probably say here that I usually sketch out the plot of my stories before I write so I know where it is going. All major characters are sketched out too but their back stories are largely blank, only the parts that are needed for my purposes are filled in. The nice thing about this approach is it lets me fill in pieces as I need to. When that happens, I sometimes surprise myself.
A perfect example of this is my wizard, Brashani. I've written five short stories with him and he is also in the fantasy series I'm working on. In all that writing, I never once thought about him having a wife. But then it occurred to me, he must have had one and something happened to her, something big, something beyond his control. And he blames himself and that's why he drinks and spent years and years of his life drifting. Suddenly the whole character changed and I understood him better than ever.
More recently, I've been revising my second novel, delving deep into all my characters with only a rough idea of a given scene. I've done this intentionally because I want to let the characters speak through me. And then did, fighting among themselves. That was a surprise, I'd never written such a scene with them before.
The other nice thing about this approach is one character will mention something in the presence of another character and spark new scenes I never planned. I let these things happen mostly to see where they go. I can always cut them if I have to.
And now that I've been doing this awhile I've learned that I really need to pay attention to the characters' subplots. They each have an agenda (explicit or implicit) and I need to follow each plot while telling the story I want to tell.
It's a lot of work, but the surprises make it all worthwhile.