There are certain things in mathematics that have caused me a pleasant surprise -- when some part of mathematics is brought to bear in a fundamental way on another, where the connection between the two is unexpected.  The first example that comes to my mind is the proof by Furstenberg and Katznelson of Szemeredi's theorem on the existence of arbitrarily long arithmetic progressions in a set of integers which has positive upper Banach density, but using ergodic theory.  Of course in the years since then, this idea has now become enshrined and may no longer be viewed as surprising, but it certainly was when it was first devised.

Another unexpected connection was when Kolmogorov used Shannon's notion of probabilistic entropy as an important invariant in dynamical systems.

So, what other surprising connections are there out there?

As well known as the connection is, I am constantly amazed by the power of analytical geometry (developed by Descartes and Fermat) to make connections between geometrical ideas and algebraic ideas. It seems remarkable to me that so much geometrical information (as for example in the case of the conic sections) can be represented so succinctly (via quadratic equations in two variables). The geometry suggests things to think about in algebra and the algebra suggests things to think about in geometry. It is just amazing!!