These are some of the answers you got. First, from Bill:
"You are right that His followers, even though He had told them -- did not fully understand what He had been telling them. This is why Peter denied Him three times, this is why most of His disciples ran away when He was arrested, this is why His disciples were discouraged and went back to fishing after His crucifixion.
The reason Peter denied him three times was because he feared for his life.
He just witnessed the murder of Jesus and was surrounded by the people
against Jesus.
Jennifer, you asked, "Didn't they believe Him?" The answer is yes and no. They wanted to fully believe; yet, until they were indwelled and sealed by the Holy Spirit they did not have the Spirit given power, discernment, and illumination to be effective witnesses for Christ, to fully believe."
John 20: 1-8
1 On the first day of the week, Mary of Magdala came to the tomb early in the morning, while it was still dark, and saw the stone removed from the tomb.
2 So she ran 4and went to Simon Peter and to the other disciple whom Jesus loved, and told them, "They have taken the Lord from the tomb, and we don't know where they put him."
3 So Peter and the other disciple went out and came to the tomb.
4 They both ran, but the other disciple ran faster than Peter and arrived at the tomb first;
5 he bent down and saw the burial cloths there, but did not go in.
6 When Simon Peter arrived after him, he went into the tomb and saw the burial cloths there,
7 and the cloth that had covered his head, not with the burial cloths but rolled up in a separate place.
8 Then the other disciple also went in, the one who had arrived at the tomb first, and he saw and believed.
(6 and 7) the burial cloths
9 For they did not yet understand the scripture that he had to rise from the dead.
10 Then the disciples returned home.
Nashbama said this:
"To answer the original question, it's simple. A tomb guarded by Roman soldiers containing the body of a man that was publicly executed was found empty. Natural human reaction would be surprise. Yes, that would surprise anyone.
The key to the whole event is who first found the tomb empty. In 1st Century Judea, women were not considered to be reliable witnesses.
The Holy women and Apostle worked very close together. what they were
going through wasn't a everyday thing.
Then I wrote this:
Until all of these people recieved the Holy Spirit, they did not fully understand what Jesus had told them would happen. There are many many places in the Gospel where the diciples misunderstood or over simplified Jesus' message. That explains why everyone was suprised when He disappeared.
John 20: 19-24
19 On the evening of that first day of the week, when the doors were locked, where the disciples were, for fear of the Jews, Jesus came and stood in their midst and said to them, "Peace be with you."
20 When he had said this, he showed them his hands and his side. The disciples rejoiced when they saw the Lord.
21 (Jesus) said to them again, "Peace be with you. As the Father has sent me, so I send you."
22 And when he had said this, he breathed on them and said to them, "Receive the holy Spirit.
23 Whose sins you forgive are forgiven them, and whose sins you retain are retained."
24 Thomas, called Didymus, one of the Twelve, was not with them when Jesus came.
(22) Jesus did give them the Holy Spirit then, That would help them until
the coming of the Holy Spirit later that they would fully understand everything
.