If you've DM'd a group for a while, you've probably had the experience of setting up a trap, ambush, or twist, and having your players anticipate it before you even finished the event description. Why does this happen, and how can we avoid it?
As the DM, you control the monsters, dungeons, and every NPC that isn't one of the heroes. Frankly, it would be weird if the players weren't a little suspicious of your motives. But this natural suspicion becomes a real problem when it's an ever-present motive behind your players' actions. After all, what's the point of making the quest-giver the secret Big Bad Evil Guy (BBEG) when the players immediately know what's happening?
Red Herrings, Red Herrings Everywhere!
I'm a firm believer that in fantasy worlds, you need to balance the magical with the mundane. For every job posting that leads to a quest, one of them just needs to be a normal job for someone that lives in the world. For every encounter with a villainous NPC or a quest-giver, there needs to be a few with regular, ordinary folks. Naturally, these need to serve your presentation of the game, but they need not always be encounters with centers of the campaign world. This absolutely needs to be the case for the sake of contrast when important things do happen, as it's very possible for your players to simply get acclimated to surprise.
When the party explores a new area, I keep a list of non-quest locations handy, in addition to those which lead to a quest or advance the plot in some way. These brief vignettes serve to highlight some aspect of the world, whether it be an interesting NPC, a cool merchant's shop, or an place of local significance. More importantly, however, they keep the players on their toes. If there are occasional encounters where there's no pretense of combat, tension, or plot, you can completely distort the player's preconceptions of the world. These segments don't even have to be that long or happen that often to have this effect.
And if you actually want to surprise your players, keep at least 2 red herrings (otherwise known as false positives) ready for the same session. If there's a villainous NPC driving the quest, insert an NPC that's innocent, but uses a creepy voice, or an NPC which has suspicious motive which has nothing to do with the quest at hand. This provides the players some area for deduction and guesswork, rather than a straight shot to the BBEG.
Twist the Trope
And oftentimes, things can be exactly as they appear. You can gain a lot of purchase in the domain of intrigue if you rely on staples of storytelling (tropes), alternating between straight delivery of the tropes and clever twists on them. For example, if your party sees someone wearing dark robes, with a hood concealing their appearance, they know the individual is worried about their identity being known and will jump right to the conclusion that he's of the villainous persuasion. That's where you insert the twist: rather than being the BBEG in disguise, the person is completely innocent, and has been menaced by the BBEG, and is hiding their identity for protection. If the party doesn't approach the situation carefully, they might harass or harm the person they should have wanted to protect.
Moreover, these really shouldn't be presented as story traps for the players to fall into. Instead, each twisted trope can weave a note of caution and thoughtfulness into your players' approach, training them to be more engaged and wiser gamers.
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