It ____________________ me to hear that Martin had joined the gym.

The correct answer, "came as no surprise to," effectively conveys the idea that the speaker had anticipated Martin's decision to join the gym, implying familiarity with either Martin's habits or preferences. This phrase suggests that the information was expected rather than shocking or unexpected, indicating a level of insight or prior knowledge about Martin's choices.

The other options fail to capture this nuance. For example, "was a surprise to" suggests that the speaker was indeed surprised by the news, which contrasts with the expected familiarity implied by the correct option. "Made me surprised that" is grammatically awkward and lacks the idiomatic expressiveness necessary in this context. Lastly, "came to me as a surprise" is less concise and can sound unnatural; while it does convey surprise, it does not match the structure or intent of the correct answer. Therefore, the selected choice is the most appropriate for maintaining the logical and contextual flow of the statement.