The best tool for understanding small differences in meaning between words is an English dictionary. That is, a one-language dictionary. There are several available online at no cost, but I'm afraid to post a link. To "startle" literally means to give a sudden jump. For example, suppose you are sitting in a chair. Someone walks up behind you. You don't notice them. They say "Hi!" Your whole body stiffens and you almost jump out of your chair. That is being "startled." "Appalled" means you can't believe how horrible something is. For example, "he thought he had done well on the test, and he was appalled when he saw that his grade was a D." "Stunned" literally means a moment of lost consciousness from being hit on the head. Figuratively, it means you a similar moment of shock. For example, you receive a piece of news that feels as if you had been hit on the head. "Dazed" and "stupefied" are close synonyms. They mean being unable to think clearly. "When I got the bad news, I was stunned. I hadn't expected it. After the initial shock, I didn't know what to do. I was dazed and stupefied. I couldn't think, I couldn't do anything. When I told my friend about it, she was appalled. 'That's terrible, I can't believe it.'"

The only one of your words that means surprise is startle. The others all have different meanings