Surprise in a puzzling place (5)
I believe the answer is:
amaze
'surprise' is the definition.
(amazing is a kind of surprising)
'a puzzling place' is the wordplay.
'puzzling place' becomes 'maze' (a maze is like a puzzle).
'a'+'maze'='AMAZE'
'in' is the link.
(Other definitions for amaze that I've seen before include "Bewilder" , "Startle" , "baffle" , "wow!" , "Flummox" .)