In the story, the Lion is surprised that the Tin Woodman is made of tin! He expected the Woodman to be flesh and blood, so he was shocked when his blow had no effect.
Here's the relevant passage:
"The Lion roared with anger, and struck the Tin Woodman a blow with his paw. To his surprise, the Woodman did not fall down, but stood perfectly still."
Let me know if you have any other questions about the story!