You can have a pleasant surprise. A birthday gift can be "a surprise." A surprise is anything you do not expect, good or bad. The recent stock market drop in the United States came as a surprise to me.
"Shock" can literally mean a violent collision, or impact. Thus, we speak of the "shock" of an earthquake or an explosion, or an "electric shock."
Therefore, "shock" can mean a surprise, almost always bad, that is so strong that it feels to you as if something had hit you--like an earthquake, an explosion, or a bolt of electricity.