Fiction loves to surprise its audience with a plot twist. You either saw it coming, or you didn't. Surprisingly, knowing what's coming doesn't ruin the experience as much as you might think. However, for a plot twist to make a great story, it has to makes sense to the audience. Otherwise, it's like a deus ex machina that provides no real closure for the audience.
Jack Nugent from Now You See It (previously at Neatorama) explains the difference between a plot twist that satisfies and one that doesn't, which is completely different from a plot twist that surprises. Oh yeah, this video contains spoilers, but probably none that you care about. -via Tastefully Offensive
(Whoops, did I spoil it?)