Moshe Rabeinu was told on Har Sinai "Lech reid ki shiches amcha...," that he must go back down to earth (probably in a spiritual as well as a physical sense) because Klal Yisrael had made an eigel hazahav. So why is it that when Moshe descends, he drops the luchos from his hands, as if shocked by the scene he witnesses? What did he expect? After all, he had been given fair warning of what was going on.
My wife suggested that this illustrates the idea of "aino domeh she'miya l'reiya," that one cannot compare hearing about something to seeing the actual event. Even knowledge of an event revealed directly by Hashem cannot compare to actually seeing it.
Rav Raphael Sorotzkin in his HaBinah V'HaBracha offers two other answers, both of which carry important lessons:
1. Moshe Rabeinu interpreted "shiches amcha" to mean the people had rebelled against Hashem and Torah and mitzvos. Had that been the case, Moshe would have been non-plussed, as he was confident that he could convince Klal Yisrael to return. What he discovered, however, was that Bnei Yisrael did not think they were rejecting Torah -- to the contrary, they thought that through worship of the eigel they were actually being mekayeim the ratzon Hashem (see Ramban). The eigel "movement" was not a rejection of Torah, but a falsification of Torah. It required breaking the luchos to dramatically demonstrate that the path they were on was in fact a destruction of everything we believe.
2. Moshe Rabeinu interpreted "shiches amcha" to mean that the people had made a philosophical error; their sin was one of emunos v'deyos. He was convinced that when he returned with the Torah, he could correct whatever misguided thinking had led them astray. However, when Moshe came down, "Vayar es ha'eigel u'mecholos," he saw not only the eigel, but he saw the celebration taking place around the eigel, the gluttonous orgy that accompanied eigel worship. Moshe Rabeinu realized that it was not a misguided philosophy that was the root of the problem -- that was just a smokescreen -- but rather it was simply ta'avah, desire, that motivated them. You can't fight ta'avah with philosophical arguments.