Hmm ... well FF 14 is the obvious anwer, but that ended up being a disaapointmenton, so i won't mention it. Nor will i mention Kojima sneaking onstage during the MS conference, because that was very expected.
Rather, my most surprising moment was probably them revealing GT PSP, and then announcing it's release date as October 2009, that's like 3 months away man !.
Second was the (late, thanks to shyber >_>) revelation that Spring means March, i-e Final Fantasy XIII in English will be available by March 2010 !!