Did he know he had enemies in the senate? He appointed Cimber a governorship in 44. Caesar had nominated Brutus for Praetor in 45. Cassius had a governorship in Syria. Casca's family had been friends with Caesar for ages. Decimus Brutus had fought with Caesar in the Civil war and got an appointment to govern Gaul, and was included in Caesar's will. I'm not going to go through all 23 senators; I think that's enough to make the point. These weren't known enemies that did Caesar in, they were his friends and political allies. Caesar was so confident in them that he dismissed his bodyguards early in 44.

Goldsworthy thinks the motive of the conspirators was that Caesar was making decisions - good ones - but

Under Caesar many decisions were made behind closed doors by the dictator and his close advisors... this was not the way the Republic was supposed to work.

Meier also basically endorsed this position, except his focus was more on Caesar's collection of honors, thus sidelining the senators, rather than decisions.

Anyway, it doesn't look like Caesar was aware of the conspiracy, or if he was he didn't take it seriously. If the accounts of his last words are correct, he was certainly surprised by the attack.

The answers thus far have been excellent, but it might also be worth considering the socio-religious context of the assassination. Within the pomerium, where the Senate had traditionally met, weapons were forbidden. The Theater of Pompey, where Caesar was murdered was, I believe, outside the pomerium. Nevertheless, Caesar may have imagined that any potential foes would have observed that sacrosanctity, as well as the sacrosanct nature of his office. In other words, he might have expected an assassination attempt to come in his off-hours, if at all.