Learn Finnish: Huhu on kovin yllättävä. - The rumour is very surprising.

You attach the clitic to the first word of the sentence. To emphasize the rumour itself, you would say Huhupa on kovin yllättävä! However, a very natural way to express surprise in Finnish is to move the verb to the front and attach the clitic to it: Onpa huhu kovin yllättävä! (The rumour sure is very surprising!).

Can I attach the clitic directly to the adjective yllättävä instead?

Yes, but remember that the word carrying the -pa/-pä clitic must always be moved to the very beginning of the clause. So you would have to rearrange the sentence to: Yllättäväpä huhu on!

Why is kovin used here for 'very' instead of tosi or todella?

Kovin is an adverb derived from the adjective kova (hard). In this context, it acts as a slightly more formal or literary synonym for 'very' or 'highly'. At the B1 level, it is great to start varying your intensifiers beyond tosi, though you will mostly see kovin in written Finnish or polite speech.

Where does the adjective yllättävä come from?

It is the present active participle (often called the -VA participle) of the verb yllättää (to surprise). This participle acts just like an adjective, translating directly to 'surprising'. It is formed by taking the strong stem yllättä- and adding the -vä ending.