I definitely fell for it.....I read a review before I saw the movie that said "Nolan isn't afraid to kill off anyone...and I mean anyone." In retrospect he was referring to Rachel.
I was definitely pissed off and surprised for the 20 minutes where you think he's dead. I was shocked, and pretty pissed off, but also thought it was brilliant in a way because that was pretty much the only character you assumed would 100% not die besides Batman, since he wasn't even commissioner yet. I thought it was Nolan's way of saying that this was his universe...but at the same time I thought he did it mostly for shock value. So I was pissed off and intrigued at the same time.
At first I didn't remember the "Evening, commissioner" line, but then I remembered it and I thought "hey, do you actually see Gordon when he's delivering that line?" and assumed it was part of the misdirection. I vaguely recalled Gordon saying "knives and lint" and putting the knives down on the table, and then assumed that I was mistaken and it was someone else.
In any case, I was pretty relieved when he showed up again. But I think it was a great misdirection, and those 20 minutes of confusion when I thought he was dead was quite a cinematic experience.