The readers know Frodo and Sam are going to encounter something but Tolkien keeps us guessing what is it which makes the book more suspenseful and more interesting. If Gandalf would have said at some point along the journey, "Oh and by the way, if we take a certain path into mordor we will run into a very VERY big spider." That would have spoiled it and made Shelob kind of dull in my opinion.
If Gandalf had known and told the Fellowship that they could meet up with Shelob I think we can all assume that Legolas would say, "Bring the eight legged freak on!" Ok maybe he wouldn't say it like that but he is used to spiders like Shelob.
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Legolas 20 ales later: I feel something, a slight tingling in my fingers. I think it's affecting me.
Figwit on his name: Are you suggesting that I have the wit of a fig?
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