The reason why Sunset was shocked of Princess Celestia's sense of humor.
Simple. The earliest moment we got to see Princess Celestia in person was right after Nightmare Moon changed back into Princess Luna, so we don't know much about how she was before Luna's return (except that she cared about her students' well-being, of course). This and Sunset's reaction imply that she, at least during Sunset's time with her, became somewhat of a Jerk with a Heart of Gold, caring for her students but becoming gloom, serious, and distant out of grief for what happened with Luna.Not all of Sunset's memories of the human world were erased
The beam Sunset took was meant to erase all of the Humane Six's memories of high school. While most of Sunset's memories of the human world do consist of high school-related memories, not all of them are, such as when she wakes up on weekends, when she and Fluttershy played videogames together (as seens in a short), or whenever she went for something to eat ourside of school. To not to memtion Sunset's two visits to Equestria And, as we learned thanks to Rarity, the Memory Stone is very specific when it comes to erasing memories of a certain kind (as Rarity did have some vague recollections of the group's talk with Trixie, but had 0 recollection of Sunset being there, as she was promenient on that moment). So Sunset had enough memories of the human world and her friends erased to not to outright recognize any of them, but to do find them vaguely familiar. This also explains how Sunset trusted people that for her were complete strangers and still understood friendship: She still had enough memories of the Humane Six to find them familiar, know that they are not hostile, and remember her Character Development. Fuchsia Blush (one of the Trixie bandmates) is Wallflower's sister.
They have the same last name, so it couldn't be a coincidence. Plus, Fuchsia could be that type of sister who gets all the attention from their parents, which could tie-in into Wallflower's Freudian Excuse.