Actually Vader is Dutch. Darth Vader means "Dark Father" in dutch, so no, there was probably not much surprise there.
I was just thinking about that the other day. Its such a common part of pop culture now that most people have a hard time seeing the ending of Empire as a surprise...but it was. I think I actually cried when I saw it in the theatre at age 5 or however old I was. I LOVED Star Wars, Luke was my hero, I couldn't imagine how Vader could POSSIBLY be his father...it was one of the most shocking moments of my childhood, the first time I'd seen a movie that did something REALLY BAD to a character I cared about.
I was talking to my girlfriend (who is 19) about this when she dropped another of her oh so cute generation gap bombs on me: she'd never seen Empire Strikes back in a theatre.

Not only that she thought everyone simply knew, all along, that Vader was Luke's Father, and that he and Leia were sisters (actually she said "I always thought it was a little creepy the way Luke is trying to hit on his sister in Star Wars..." I had to explain that Luke, and consequently the audience, didn't learn the sister thing until Return of the Jedi. For her this has always been something everyone knew, and Star Wars has always been 3 movies next to eachother on a shelf in the video store, not an evolving saga that we had to wait to see unfold).
Aside from making me feel really old, it really made me think about how different our perception of movies becomes once their contents becomes part of modern folklore. Indeed Empire becomes much less big a deal when you know this stuff in advance.