Marathon bombings survivor Roseann Sdoia says she was truly shocked by the surprise party in her honor at Fenway Park on Friday night. Sdoia, who lost part of her right leg in one of the explosions, arrived at Fenway’s State Street Pavilion to find more than 300 people reveling and raising money in her honor. Proceeds from the night went to her recovery fund. “I had no idea,’’ she said, shaking her head as her friends, most of whom were decked out in Boston Strong blue and yellow, listened to a live band. Guests at the bash included Red Sox mascot Wally; Sdoia’s friend Dawn Pomeroy, who organized the night; and firefighter Mike Materia, who rescued Sdoia after the blast.