Early 20's are your best years?
Maybe if you're a fashion model. Or a prostitute. If you're career minded late 20's through 30's are way better.
If Annie didn't know how old Jeff was it's a continuity error. Jeff announced what his age was at the time he made the Real World audition tape, and Annie would have known what year it was recorded in, and her brain would have immediately done the math.
I think she knew in general he was high 30s but didn't think of him as somebody who was near 40, so it was a combination of slight surprise and trying to pretend she was more surprised.