Steve and Wanda? No way. I never thought about it..I saw Steve more like a father figure to her in Aos or at least a mentor. No they did tease Wanda/Vision and they are fighting the last CW promo so it's pretty sure Wanda/Vision is (kinda) happening or will soon (if they have time).
As for the surprise, I would say it's the Carter blood related thing.
The audience who don't read comics, has no idea who she is.
Her last name was never mentioned in TWS and I guess (and hope) during that coffee date, Sharon will talk about how much she admired Peggy.
It's clear that's Sharon, I mean : Natasha suggested twice to Steve to call her, Steve actually flirting with "Kate" and then the movie ended with Steve smiling "what's her name again?".
Now we just new to see more of Sharon in the trailers or promo pic because 5 mins of credit is not enough

t: .I want to see her work as a double agent and see her badass skills.