I expected to see Retros new game in the digital event and I expected it to be awesome. I also expected some sort of sign that the WiiU is still alive and kicking, be that a proper Animal Crossing, Paper Mario, a Metriod or something completely crazy like Pokemon console rpg (I didn't really expect that one...). I have no illusions about the WiiU sales numbers but until now they were showing good support for it and with Splatoon just released, things seemed to have picked up a little.
I also expected to see something MSG in the big conferences, maybe I missed it, but after the sony conference I was like....huh...where was phantom pain?
I also feel like there were more projects teased by various studios before E3 that were ultimately missing but I can't remember right now.