Here's an interesting article about how people reacted after reading Shirley Jackson's The Lottery in The New Yorker for the first time in 1948. It left a lot of people baffled and they wanted answers.
In an e-mail to me, Kroeber’s daughter, the novelist Ursula Le Guin, who was nineteen years old when “The Lottery” appeared, recalled her father’s reaction: “My memory is that my father was indignant at Shirley Jackson’s story because as a social anthropologist he felt that she didn’t, and couldn’t, tell us how the lottery could come to be an accepted social institution.” Since Jackson presented her fantasy “with all the trappings of contemporary realism,” Le Guin said, her father felt that she was “pulling a fast one” on the reader.
I can't believe how many people thought the story was true. Some of them actually wanted to watch a lottery take place.