I made $30M from my previous tech company.
For me, the most surprising thing about being rich is that it's an incredibly isolating experience. What I mean by that is you can't really complain about your problems except within your small circle of rich friends. Otherwise, you will sound like a douchebag. Even if you do, non-rich people can't really empathize with you.
There are a few problems associated with being rich such as general (lack of) motivation for work, family/friends asking for money, worry for how to motivate kids, spouse with different attitudes toward life after getting rich, potential spouse being a gold digger, unexpected jealous reaction from friends/family, pressure to deal with more complex tax, estate planning and investment planning and etc.
The joy of "set for life" doesn't seem to offset the anxiety from hoarding the huge sum of money. In addition, when you don't work because you are rich but can't hang out with your friends who have to work during the week, you feel like an outcast of society.
Overall, being rich is very isolating and that's the most surprising thing I have experienced.