Lo que me sorprendió fue que el mochilero ya había salido.

Questions & Answers about Lo que me sorprendió fue que el mochilero ya había salido.

Why does the sentence start with lo que instead of just qué?
In English, we use 'what' both for asking questions ('What is that?') and for making statements ('What surprised me...'). In Spanish, qué is only used for questions or exclamations. When 'what' means 'the thing that' or 'that which', you must use lo que.
Why do we use the preterite (sorprendió, fue) rather than the present perfect (ha sorprendido, ha sido)?
In Latin American Spanish, the present perfect is generally reserved for open timeframes (like 'today' or 'this year') or life experiences (like 'I have been to Mexico'). In this sentence, the moment of surprise happened at a specific, closed point in the past (when finding out the backpacker was gone). Therefore, you must use the preterite for these completed actions.
What tense is había salido?
This is the past perfect tense (often called the pluscuamperfecto). It is formed using the imperfect tense of haber (había) plus a past participle (salido). Just like in English ('had left'), it is used to talk about an action in the past that happened before another past action (the surprise).
In English we say 'had already left'. Could I put ya between the two verbs and say había ya salido?
No, that would be incorrect in Spanish. When you have a compound verb made of haber plus a past participle, the two words can never be separated. Adverbs like ya (already) or siempre (always) must go before the whole verb phrase, which gives us ya había salido.

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