Is there some reason we would already know, or can these things just suddenly show up?
Yes, but it gets less likely as we keep searching more of the sky.
You can never _really_ say it's impossible, there can always be a cosmic bullseye heading our way from way off in interstellar space that we can't see until it gets closer.
But there is still room for quite a few rocks in the solar system to have our name on them too, last I checked.