I don't mean to shut down the question, as I think asking about Roman responses to Hannibal's invasion to be extremely valid, but as it stands, there is an issue. Scipio Africanus was 17 years old and serving on his father's (Publius Cornelius Scipio's) staff when Hannibal crossed the Alps. I do not believe anything survives as to his mindset; perhaps a passing reference in Livy or Polybius, writing decades later. If you were asking about his father, forgive and ignore me.

Regardless of which Scipio you meant, it is unlikely that the Roman military commanders would have been surprised. The Second Punic War did not start when Hannibal crossed the Alps, but had already escalated in Spain at Saguntum, after which Hannibal led his army over the Pyrenees and towards Alps. Rome reacted by sending Publius Cornelius Scipio with an army to southern Gaul to confront Hannibal and would already have known about the elephants in the Carthaginians army. Scipio arrived too late and Hannibal had already made his way into the Alps, leading to Scipio taking part of his men back to Italy by boat (a significantly faster option than crossing the mountains on foot) to cut off Hannibals army on the Po plateau.

He (probably) knew about the elephants and he knew where Hannibal was going. The only thing that surprised him was the speed at which the Carthiginians had moved towards the Alps.

Livy's book 21, passages XXX and XXXI paint a very lively picture of the whole chapter of the war, although it should always be noted that he wrote it all down several centuries after it happened and should not be treated as a reliable source for details. You can find an old, but still useful translation on WikiSource.

The romans were aware of the expedition of Hannibal well before it crossed the alps.

While it was traversing the south of France to move from Spain to the alps, he was found and shadowed by a roman force, guided by Publius Cornelio Scipio (father of Scipio Africanus).

Actually this Scipio with his army was en route by sea from Pisa on the tuscan coast to Spain; the plan was to bring the war to the enemy. He did made a stop in the coastal town of Massilia (Marseille), a roman ally, and it is here that he discovered that a very large punic force was north of him, going by land in the opposite direction !

Here is what we know of his reaction: he immediately gave the order to disembark his army, and tried to catch up with the enemy to force a battle. But Hannibal choose to evade him, to have the opportunity to cross the Alps before the snows closed the route. The roman army was slow in disembarking, and anyway did not have the supplies to chase Hannibal upcountry.

Scipio then sent ahead his army (under the command of his brother) to Spain, following the original plan, and he came back to Italy to raise another army and prepare the defenses in the Po valley.

So when Hannibal came down from the Alps in northern Italy, he was expected, and the elephants were no longer an element of surprise for the romans. (on the other hand, they were a huge and nasty surprise for the alpine tribes that tried to ambush the punic army).

By the way, after all that the elephants were the first to succumb in the italian campaign. After the Trebbia battle most of them died of exposure. When the army crossed the Appennines to tuscany only one still survived.

Sources: The Ghosts of Cannae: Hannibal and the Darkest Hour of the Roman Republic by Robert O'Connell