Wine gives unpleasant surprise when head goes (4)
I believe the answer is:
hock
'wine' is the definition.
(hock is a kind of wine)
'unpleasant surprise when head goes' is the wordplay.
'unpleasant surprise' becomes 'shock' (I've seen this before).
'when head goes' means to remove the first letter.
'shock' with its initial letter taken away is 'HOCK'.
'gives' is the link.
(Other definitions for hock that I've seen before include "Uncle's pledge" , "Pawn a German wine?" , "Pawn; white wine" , "German white wine from Rhineland" , "White Rhine wine" .)