What was shocking in Einstein's partcile theory of light? I know that when Einstein proposed the particle theory of light it was revolutionary and shocking for most of physicists and it took years to accept that view. Particle theory had been proposed in the past too and in fact was accepted view for a long time before Young's experiment and Maxwell theory. So I am wondering why was it shocking when Einstein proposed the same again?  Was it that experimentally Maxwell Wave theory had been proven right beyond doubt by then? Or was the energy quantization of the photon bit or may be something else?
 A: You are right. It was, indeed the discrete energy change of electro magnetic energy called the energy quanta. Classically the energy transitions are always continuous but it was quite clear from Plank's quantum theory that electromagnetic energy spectrum is not continuous but rather are chunks of energies called energy packets or photons.
This discreteness, of something we previously thought continuous, was indeed the most shocking idea of the early 20th century

we live in a quantum universe, one built out of tiny, discrete chunks of energy and matter.

A: What was shocking to most physicists at the time was that years earlier, there had been  experiments done with light which compellingly showed its wavelike nature- most notably the  two-slit interference test. Furthermore, Maxwell had shown that light was an electromagnetic wave with a very short wavelength; those findings were very difficult to reconcile with the photon picture.  
A: What was shocking was that the Young's experiment proved without any doubt that light has a wave behaviour. Since then in was unthinkable that something could have had both particle and wave characteristics.
And here Einstein proved, instead, that light behaves as a particle with energy
$$E=h\nu$$
Explaining how the photoelectric effect takes place, using the idea of quantization as Planck did before him.
So, how can light has both behaviours? If you try to go back and put yourself in the shoes of a physicist of that time, you can imagine how shocking this statement could have been. 
