I used to experience similar things changing lightbulbs for my mum. I would ask if it was switched off before removing the dead bulb and putting in a new one, but I would still jump out of my skin when the new bulb suddenly lights up as I go to fit it.
Have any of you experienced a light bulb blowing up on your face? I had a few occasion that they just decided to blow up. Good thing I didn't have my contact lenses on when it happened.