He was not surprised because he was already going insane. Since he was hallucinating that the raven was spouting words at him. He was already ill to begin with so it was not a surprise he thought the raven spoke.
The speaker doesn’t seem surprised by the raven speaking to him. Initially he notes that the raven entered his room and perched on the bust of Pallas. Then he asks the raven what his name is, another indication that he expects the raven to speak:
"Though thy crest be shorn and shaven, thou," I said, "art sure no craven,
Ghastly grim and ancient Raven wandering from the Nightly shore—
Tell me what thy lordly name is on the Night's Plutonian shore!"
Quoth the Raven, "Nevermore."
He continues to ask the raven questions and tries to come up with a logical explanation as to why the bird keeps repeating just one word. Interestingly, his assumption of the bird’s former master mirrors his own personality:
“Caught from some unhappy master whom unmerciful Disaster Followed fast and followed faster till his songs one burden bore—
Till the dirges of his Hope that melancholy burden bore Of 'Never—nevermore.'" Based on the speaker’s calm acceptance of the talking raven, it’s likely that he’s either dreaming about the raven or having hallucinations because of his grief over Lenore.
