What would be a legitimate surprise would be to learn that every preconceived notion both Diana and the audience has is incorrect.
Part of the problem is simply in the way in which Wonder Woman teases the presence of Ares throughout the film, and the way in which it tries to manipulate expectations.
At no point does the audience have the same kind of skepticism, just because of both the entire Themyscira set-up and the larger nature of the fantasy blockbuster.