This kind of surprise, of course, isn't nearly so common in real life. But, surprise revelations about who your parents happen to be do happen, and one such event was recently recounted in "The Australian":
In the 1950s, ten Iraqi Jewish Mossad agents were sent undercover to spy on Israeli Arab communities, each married a local woman while pretending to be an Arab Muslim, and they each had children. The operation was shut down in 1964. The reveal happened and the consequences weren't very good for the children.
[T]he wives were invited to France, where they were met by the Mossad station chief. He told them they could either join their husbands in a Jewish community, where the children would be raised as Jews, or arrangements could be made for them to be resettled in an Arab country of their choice. . . . The women chose to remain with their husbands. Israeli army chaplains brought to Paris converted them to Judaism and by special dispensation their young children were also recognised as Jews without undergoing separate conversion.
The ensuing identity crisis required psychological intervention. "We tried to rehabilitate the people involved, but weren't really successful . . . . The kids experienced serious trauma. They tried to forget their past, where they came from, but they couldn't. A few succeeded in life, but most still suffer from problems."