The coming of the Messiah was definitely expected by God-followers - for hundreds of years before he was born people were waiting for his coming. However, what was unexpected was the way things happened (i.e. born in a manger in Bethlehem) and where Jesus would position himself in society (with the poor, widows and sinners).
In a deep sense, everything that Jesus did was beyond the norm - it was UNEXPECTED.
Our Messiah is a God of surprises and if we "box" him into a particular place this Christmas we may just miss out on the miracle of the Nativity.
Matthew 2:6 - “‘But you, Bethlehem, in the land of Judah, are by no means least among the rulers of Judah; for out of you will come a ruler who will shepherd my people Israel.’
John 4:27 - Just then his disciples returned and were surprised to find him talking with a woman.