His first shock was when he found that the person in the past they selected to visit, Shakespeare, did not seem at all surprised when visited by a time traveller. In fact, he seemed to find it routine. The traveler at one point says he doesn't understand how Shakespeare can already know about time travelers, since he is the first. Shakespeare tells him that he may have been the first to leave, but he wasn't the first to arrive.
Shortly after, many time travelers arrive...but not to see Shakespeare. They are reporters, from all throughout the timeline, coming to try to interview the first time traveller, and Shakespeare, an old hand at dealing with time travelers, steps in to protect the first time traveller and prevent him from being overwhelmed.