Not a tourist, but a girlfriend that grew up in Long Beach, and moved to the East Coast, stopped me dead on the street one day, and asked, "what in the world is THAT‽‽‽" I looked where she was looking and, seeing nothing out of the ordinary, said, "what is what?"

"The furry thing with the tail!"

"You mean the squirrel?"

"That's what they look like in real life‽‽‽"

In the Pacific Northwest I’ve had visitors get really excited to see slugs.

Moose. We get European summer students and seeing one is the highlight of their animal watching when they're here, apparently.

Personally, I'm more impressed with elk, a bull elk with a full rack is pretty awesome.

Black bears, mountains southeast USA

Had some people visiting from Columbia. The squirrels absolutely blew their minds.

It's wild to me that there are wild macaws in northern South America. Granted I haven't seen them in person, but even videos of them look so weird, like a hundred people let their pets out on accident.

Guaras, or Guacamayas, I suppose. Think they're called Macaws in english. They're neat, pretty feathers and all. Shame they're hardly ever visible outside of a zoo, unless you're in the right spot at the right time and you're really paying attention.

Alligators. (I live in South Louisiana, which is a separate country for all intents and purposes.)

Koalas

Swans. It's a wonder to me that such an arrogant bird ever became the national pride of Denmark. But tourists freak out about them, thanks to H.C. Andersen.

Armadillos

I had a relative visiting the US for the first time who was really excited to try turkey meat.

Most USians probably expect to see monkeys and capybaras crossing the streets here in Brazil. There's a good chance to see the latter near most freshwater bodies, even in the capital, though monkeys will vary a lot more from place to place.

In UK people come from all over the world to see our royal family of great apes.

In Rural America- "people of Walmart"

Peacocks. Where I live (central California) there is a local park that has a flock of wild peacocks. I had a friend visiting from Korea and he was so excited to see them.

When I first moved, I was happy to just see some robins.

I still get a giggle when I see them pretending to be the Amazon delivery crew.  

Monkeys in a very snowy forest. I remember feeding them nuts once.

They're called macaques.