"I'll be darned" or "I'll be damned" It means the person saying it was not expecting the event to happen at all. It is pretty much extreme surprise, and it comes across as humorous. "I'll be damned!"

Thanks, Dorothy. I intend to use it among close friends. I do appreciate your advice.

This isn't something you would really want to say usually. I'll be darned is something that is often said more in the Southern part of the United States, but isn't very "educated sounding". I'll be damned also might offend some very sensitive people. These kinds of jargon are good to understand, but not usually so good to use for ESL students until they are very advanced and maybe even living in an area where they are used.