That was a big woah! for me too. Considering the hints they've been dropping in the show, plus the trailer, you knew he was coming. However, easiest guess is that wasn't actually him.Well the ending of the third episode I sure didn’t expect. Brutal
They've addressed it in the comics before and even the comic writers have mentioned it in real life, but police rocking the Punisher symbol clearly don't understand who the Punisher actually is and what he stands for.