Have you ever walked into a room, thought you were alone, and then realized someone else was there? A little jarring, right? It's unexpected and totally throws you. Well, you can do the same thing to your readers if you forget to let them know there are other characters in the scene besides the narrator.
Readers rely on clues to ease them into the scene so they can concentrate on enjoying the story itself. They expect authors to set the scene and provide them with the necessary tools to understand what's going on. One element of that is to let them know who is lurking about.