I've had to build out product marketing at both a large organization (4,000 employees) and a growing organization (150 employees), and I would say the biggest surprise/challenge is creating the right working relationships.
Product: Defining who owns what since PMs may have been managing many of the product marketing activities themselves. Another challenge is communication and visibility. It seems fairly obvious to bring in product marketing early into the development lifecycle but when a company isn't used to doing that, it's a hard habit to break (or create in this case).
Sales: Establishing a balance that you're there to support and help them reach their goals but also not just a sales sheet factory. The most surprising about this relationship is realizing that many times sales (and marketing) have not been strategic about their positioning and focus.
Marketing: Same point as above, about the surprisingly non-strategic approach. The other big surprise you may run into is the number of leads or amount of marketing effort that is happening and driving non-qualified, non-ideal leads (ties back to not being strategic).
Honestly, there's probably a ton of other surprises and challenges :)
At the end of the day, the main things are 1) figuring out where the current gaps are and where you can support at this current point in time to build trust, and 2) what you want product marketing to be in the next 12-18 months. It will take you some time to meet the 2nd objective because you have to create new habits, build trust, and make people comfortable with offloading responsibilities to product marketing.
Good luck to everyone in this situation. It's fun and challenging at the same time!