What is an unexpected error?

One of the more annoying types of message that show up on my computer are ones that start out “Unexpected error.” Is this shorthand for saying that there was a problem but the cause is not known?

I have never seen an expected error message. Maybe it would look something like this:
Expected error 503. We figured you would eventually run into it. It showed up during beta testing, but in the rush to release the product we decided to just give this message and postpone fixing the problem until the next release. May this be the worst thing that happens to you today.

I think software producers have finally gotten rid of another type of message that really used to tick me off, which would say something like:
Your entire system is about to melt down. Okay?

Are there any error messages that you find particularly annoying?