After being the contest coordinator for the Linda Howard Award of Excellence for four years out of five, I've heard all types of responses to the news of being a finalist or winner.
Some responses are frustrating. Like when I've called to tell someone they finaled and I hear "What contest did you say this was? What was the name of my entry?" Gee, that tells me they've entered and finaled in too many contests. I can promise you when it comes to ones I enter, I know when they're to call and I know which manuscript I've sent in. Yes. I do maintain a spreadsheet. I'm a little OCD about that.
Other times you call and get their voicemail. I guess I could leave a message for them to call me back, but they would already know that's the reason I'm calling (if they're not like the one above) and some probably wouldn't even return my call. So I leave a voicemail and hope they're the type to listen to it over and over again, so excited they finaled. Well anyway, that's what I do when I receive a voicemail like that.
Then you have the ones who have obviously finaled over and over again and they say "That's nice. Thank you," all in a calm businesslike voice. By then I imagine my hands around her neck and shaking.
On occasion I get one who's excited but says the wrong thing like "I'm shocked!" Okay. I understand this might be your first one. Or you just slammed together the entry at the last minute and had received the day before a horrible judge's comments from another contest, but come on people. I'm now rechecking the score as you say for the third time, "I'm shocked!" Have I made a mistake? If you're excited about finaling or winning, don't say you're shocked. Think positive and say, "That's wonderful!" Miracles do happen. Miracles are wonderful. So be sure to say so. That's wonderful!
That leads into good things to say. The one I usually say when I get a call about finaling. I squeal and say, "That's the best news I've heard in a long time!" Even if I received a call the day before from another contest. I know how hard that coordinator worked and I can tell you she gets as happy and excited as you do when you act thrilled. I've been told by one coordinator I'm her contest's favorite finalist because of my reaction. They feel appreciated and they'll remember you in a good way. I promise.