Unanticipated means "unexpected." Finding a candy bar in your lunchbox when your mom usually packs nothing but health food would be an unanticipated delight.
Just as pleasure is sweetest when unanticipated, unanticipated pain is a bitter pill. Getting laid off from a job is often unanticipated––and the fact that you're blindsided by it is often the source of most of the pain. You wonder why you didn't see it coming, and worry that other unanticipated disasters lie in wait for you.