There are the unexpected joys a character receives, as well as the unexpected horrors they might have to face. How does your character react to these? Do they find it hard to accept joy when what they've known most is horror/sadness etc? I love the way The Lord of the Rings shows the impact of Frodo's adventures and makes it very clear Frodo cannot go back to being exactly the way he had been. (It would've been very strange if he could).
There are the unexpected changes in another character that Character A has to deal with, regardless of whether those changes are positive or not. The classic example here is Elizabeth Bennett in Pride and Prejudice coming to the inescapable conclusion she had been wrong about Mr Darcy (and he in his turn had misjudged her).
So what unexpected surprises will you spring on your characters? How will they drive the plot? (If they don't in some way, is there any point to them?). What hidden depths in your characters will be revealed as they cope with the unexpected? It should be fun to find out!
And of course in a magical setting, the range of what is possible in unexpected surprises is greater. If magic is used in a non-traditional way, be it for good or ill, what are the consequences? What happens if someone from a background not known for its magical abilities suddenly discovers they have a talent for magic? How would your fictional world handle that unexpected development? Would they welcome it, persecute the "non-entity" for acting above their station in life or seek to control it?