Trivia: In the scene where Greg is entering the drug store, listen to the lyrics of the music playing on the speakers - they are very similar to his speech when he says grace in the dinner table scene. Obviously where he got his words from, but not immediately obvious unless you listen for it.
Trivia: This film is actually a remake. The original "Meet the Parents" was an obscure independent film released in 1992, and was noticeably a much darker comedy. The rights to the film were eventually purchased by Universal. While this film became a massive hit, the original film has remained very obscure and is very hard to track down.
Trivia: Originally, the film was meant to be a vehicle for Jim Carrey. Among his contributions was Greg's surname, "Focker." Eventually, Carrey left the production, and Ben Stiller took the part.
Answer: Greg was probably surprised at just how "richy" they really are. Because lacrosse camp seems like a really rich, preppy thing to do. But mainly, I think he was suprised because he did not know that his girlfriend's ex and his girlfriend's sister's fiance knew each other. He didn't realize how connected they all were.