Are you referring specifically to, say, Columbus? Bear in mind that he fully expected to meet people and organized societies, because he appears to have convinced himself and, ostensibly, his crew (at least at first) that he was sailing to and had landed in Asia, hoping to find China and Japan.

Since following expeditions, even after the reality of the continued distance to Asia set in, were familiar with his expedition, then the presence of people who already lived in newly discovered areas cannot have been much of a surprise.

You might find this thread to be of interest, as while not the focus, it does touch a little on the theological implications of finding undiscivered, settled lands.