The two shockers:
1. Darth Vader revealing that he is Luke's father.
2. Sephiroth killing Aerith.
You can look these up on you tube...
We all know about the former, but the latter (which comes from Final Fantasy VII) was shocking in that the likelihood of her kind of character dying was VERY low. She was the love interest of the hero (Cloud), a young INNOCENT girl (22 years old, sold flowers, and was like a saint in her conduct), the last of her kind (she was the last of a race called the "ancients", also known as Cetra, I think), and she was killed while praying for the world to be saved.
And, unlike SO many other characters, Aerith was NEVER brought back to life.
P.S. When I was young, I was also shocked to find that Zordon was killed by the Red Space Ranger; he ordered the leader of the power rangers to kill him so that he could save the universe by means of a deus ex machina release of energy from his energy tube. So far, they have kept Zordon dead.