Well first and most obvious was Forelhost.
This was during my first ever playthrough, but I'll never forget it. To this day, I believe it's the only time I had to just give up and leave..! There's this part where the path doglegs, and there's scourges, (summoning frost atronachs) and deathlords all rushing you at once, and I was obliterated over and over until finally I said "Dagon's testicles this is too much," and just turned my ass around.
The surprise in this case was just the sheer force of enemies thrust upon you. To someone sufficiently outfitted this dungeon wouldn't present any outstanding difficulties. Having come from Dark Souls, Skyrim was easy for me up to the point that I entered this place.
Without looking it up, I can't recall off the top of my cranium what Torvald's cave presented.