Amaze means "to bewilder," "to perplex," "to astound," "to stun." Its meaning can be recalled by thinking that to be amazed is to be "lost in a maze": "I thought you were dead; your reappearance amazes me." Astonish means "to strike with sudden fear or wonder." To be astonished is to be dazed or silenced, to be "turned to stone." Surprise means "to take unawares." We are amazed at what seems extremely difficult, impossible, or improbable; we are surprised by the merely unexpected or unanticipated; we are astonished when our surprise is so great as to silence or daze us. Paralyzing (numbing) shock is implied by astound and its colloquial equivalent, flabbergast. A story is told of Dr. Samuel Johnson (1709-1784), English author and lexicographer. His wife unexpectedly came upon him kissing a household maid and said,"I am surprised." Dr. Johnson reportedly replied,"No, Madam; I am surprised; you are astonished."
Dictionary of problem words and expressions. Harry Shaw. 1975.