For me,
Spotted hyenas were way larger than I expected, getting up to 65-75kgs. I think I assumed they were the same size as most "large" dogs at only around 50kg. The thing that shocked me the most was the size and width of their heads, which dwarfed any dogs and was larger than my own. I knew they had a powerful bit prior to seeing them up close but that didn't translate in my head to having an enormous bulky head

.
Common eland always shock me with how large they are too. I think I associate them with 'antelope' so am always stunned by their enormity and heftyness.
Black-and-white colobus is another species way larger than expected imo, more similar in size to a baboon than a macaque.
On the other hand,
Giant Pandas, were quite small and especially slim in person. I expected them to be more rotund