How to say “That’s surprising to me” 驚きです。

Good way to react in a conversation is to say that you are “startled” “astonished” or “surprised”.
You can express these feelings (reactions) with the word 「驚き」 or the phrase 「驚きです」。

驚き(おどろき)=surprise, astonishment

それは 驚きです。
That is surprising (to me)

そんなに 日本語を 話せるなんて 驚きです。
It’s a surprise that you can speak Japanese as such (or much as you are “right now”)
= It’s surprising that you can speak that much Japanese.