Physiologically they look so different, so I wonder did something ever happen when they discovered someone who looked so different from themselves.
There is an extensive history of migration, trade, and other contact across the Sahara, dating back millennia. For an overview of some of the most important parts of this history, see Ralph Austen, Trans-Saharan Africa in World History.
I'm not sure what you mean by 'pre-European contact.' There is also an extensive history of contact across the Mediterranean Sea and the Indian Ocean. There isn't really a historical moment when either North Africa or sub-Saharan Africa existed in isolation, either from each other or from other regions. There's also significant physiological variation within sub-Saharan Africa (see e.g. the Twa or Khoe/San populations). Physiological difference, particularly skin color, did play a role in perceptions of Europeans during colonialism in some contexts, for example in the Kongo kingdom (see Wyatt McGaffey, Kongo Political Culture, pp. 29-31), but this was far from universal.
If you're specifically interested in ideas of race across the Sahara, you should look at the work of Bruce Hall, specifically A History of Race in Muslim West Africa. Hall argues that regional understandings of race grew out of Islamic limitations on enslavement, in combination with the economic pressures of the trans-Saharan and, later, trans-Atlantic slave trades.