"Well, I never" is a phrase that you might use when something has surprised you, or when you are in disbelief about something that you have just heard or saw. However, there are a variety of other phrases that you might use in this situation. For example, you could say "I can't believe it," "this is unreal," "I'm at a loss for words," "I'm speechless," or "this is astounding." No matter what phrase you choose to use when you are surprised, they all have the same function - to convey your shock or disbelief in a situation.