Well lets start with Poland. The Germans initial plan called for an encirclement on the River Vistula which would have trapped the Polish army in the West. However, the Germans overestimated the Polish army, it disintegrated so rapidly that the plan failed because much of the Polish army managed to get across the river. So a new encirclement had to be planned east, around the city of Brest-Litovsk. So yes the Polish collapsed far faster than the Germans thought, even if they weren't predicting a lengthy campaign. Remember, the Polish campaign was almost the "testing ground" for the New German doctrine and the New German technology. The German's "Blitzkrieg" had never been tried before and so no one really knew what to expect from the Polish campaign. Although, there were cases where the Polish soldiers would fight until the last man and these would shock the Germans who weren't prepared for this type of resistance.

Scandinavia is different, it wasn't a planned campaign. Scandinavia had a long tradition of Neutrality and it aimed to stay that way. However, when the British began to violate Norway's territorial waters that sort of sprung Hitler into action. Norway and Sweden were important to the Nazis as the Swedes provided iron ore which was shipped through the Norwegian port of Narvik any attack on Sweden's iron ore would seriously hurt Germany's economy. So really there was no expectations. The Scandinavian campaign was a disaster though, it resulted in severe damage to the German surface fleet and the German force sent to take over Norway was nearly wiped out, so really the Germans were just happy to escape with the victory. Hitler was about to order his men to retreat to Sweden and try to escape into Germany when the Western allies ordered their men they had stationed in Norway to retreat (because they were needed in France).

France was the one that shocked I think about everyone to some extent. Both Britain and France marched to war assuming that it would be a repeat of WWI, Britain would blockade Germany while the combined armies of Britain and France traded blows with the German army. Many British officers had identified the problems in the French army but none had predicted such a dramatic collapse. When Manstein proposed his "Sickle Stroke" to Hitler it made Hitler jovial because it would help avoid the stalemate that occured in WWI.

When the tanks were launched into Ardennes everyone was holding their breath and wondering "will this work?" Hitler, in stark contrast to his generals was pretty confident in the plan, he was quoted as saying:

When the news came through that the enemy were moving forward along the whole front, I could have wept for joy; they had fallen into the trap...they had believed...that we were striking to the old Schlieffen plan. There I was sure everything would go right for me....I could have wept for joy

His generals were more cautious, but even they became believers when the French army began to rapidly disintegrate. The speed of the collapse even caused some German generals to think that they were walking into a trap of that the French were building up reinforcments for a counter attack. Little did they know that the French had no reserves left to launch one. Karl Von Stackelberg, a German war correspondent was shocked. He wrote:

It was inexplicable. How was it possible that, after the first major battle on French territory, after this victory on the Meuse, this gigantic consequence should follow?

Rommel wrote to his wife that he was surprised at how fast the French had fallen and how unprepared they were. He wrote that the war's speed had shocked the French and that they had no fight left in them. He refereed to the war jokingly as "Lightening Tour De France".

When Hitler heard of the collapse of the French army he laughed and slapped his thigh (something Hitler did when he was happy) and began to preach about how total victory was near.

If you want some more reading on this check out:

Hitler by Ian Krenshaw

A World At Arms by Gerhard Weinberg

The Third Reich at War by Richard J Evans

The Fall of France by Julian Jackson