Yea, I mean you'd see some text about someone saying that they're used to be vampires, but that they were all hunted down. Then you're told about some deaths in Vivec that some people think might be vampire. Then when day you entered a tomb, face to face with one. But until that moment, you had no idea if they really were in the game (aside from a few cases, like questlines) and especially not that you could become one yourself.
Yeah that was a cool way of approaching it. You can be subtle and realistic about it, without just giving the whole house away. I think this actually works really well, for instance.
If you were walking the streets and heard someone mention that no one had seen a vampire in years. You would most likely think 'I bet their are vampires in this game'. Still unaware that vampirism is a catchable condition. The surprise would be intact.
Opposed to seeing a loading screen telling you that if you catch a certain disease you will turn into a vampire. So when/if it happens Surprise Factor = 1