I think it's only a shock retrospectively, it certianly wasn't a shock that it won at the time, it was totally expected. But when you look back and see it was up against Shawshank and Pulp Fiction, arguably the two definitive films of the whole decade, it does look like an odd choice.
Agreed. I don't like Gump, but at the time, the general consensus was that it was brilliant.
Pulp Fiction was also highly regarded and many argued that it should have won.
Shawshank, on the other hand - was quite obscure. It was only when released on VHS that it picked up strong word of mouth following and became regarded as an all time great.