Very confusing

I was surprising to see sheep walking on the road. - wrong

The above sentence is wrong for two reasons. There are some verbs that are not usually used in continuous tense. In grammar, these verbs are called “static verbs”. Surprise is a static verb.
Surprise (transitive verb) – to make someone feel surprised. (使驚奇,使驚訝) Transitive verb needs an object.
The correct format is :
something surprise someone. e.g. The news surprised me.

You have to use "surprised" (an adjective) in this sentence.

Surprised (adjective) – have a feeling when something unexpected or unusual happens.

I was surprised to see sheep walking on the road. – correct.

 “sheep” is used as a plural noun in the above sentence. 

Sheep is both singular and plural. e.g. a sheep, one sheep, ten sheep, many sheep. You can add “a” in front of the word “sheep” if you mean one sheep.

I was surprised to see a sheep walking on the road. - correct.

There are two problems found in this sentence.

1. surprising--->surprised (describe emotion)
2.Lack of article---> a sheep

may be it's the sheep part.

it's either A sheep is walking
sheeps were walking