Hey PreMed86,
I'm about to finish up my intern year of my psychiatry residency, so I've seen more than a few psychiatric patients pass through. There are certainly times despite all of your training that you are "surprised". Psychiatrists are still people no matter what their training and are susceptible to bring caught off guard. The goal is to not make the patient feel uncomfortable and to establish a working relationship with them, no matter how brief your interaction.
Your training will teach you to keep a straight face while your mind goes reeling. (Like when you examine your first prostate, I&D your first rectal abscess, tell a family that their beloved isn't going to make it or make your first surgical incision among many other events...)
With time, you become more interested in the pathology of the psychiatric patient rather than the story. Some stories are particularly creative or outlandish and you might find yourself laughing about them with your fellow residents later on to let off steam. (The so called "group therapy" of residency...) But I usually never have a problem keeping a straight face when someone's telling me their story. There are so many incredible stories that I've heard... Patients with bipolar disorder, manic phase and schizophrenics, paranoid type with highly developed systems tend to have the most incredible ones. Perhaps I can give some accounts later when my message isn't so long.
Ouchterlony