"Peter knocked at the outer entrance, and a servant girl named Rhoda came to answer the door. When she recognized Peter's voice, she was so overjoyed she ran back without opening it and exclaimed, 'Peter is at the door!' 'You're out of your mind,' they told her. When she kept insisting that it was so, they said, 'It must be his angel.'" NIV translation
This is a very strange passage in that, in verse 12, we were told that they had gathered at this house and were praying. But, when God answered the prayer, they did not immediately believe it. We are not told exactly what they were praying but, as we can see, they were not prepared for God's answer. They, as well as us today, should expect our prayers to be answered and not be surprised when God works. Jesus himself encouraged us to pray and to believe that they will be answered.