TH10, 11, and 12 were the only games where I first saw the characters on my first playthrough, so there was maximum surprise value there mind you.
Nothing in 11 was too lulz worthy, but I remember laughing when I first encountered Kanako and her ZOMG big purple hair. That, and I wasn't prepared for how plain Murasa looked at first. I thought ZUN might have run out of ideas or something.