Perhaps you were surprised to see Gov. Richard Kneip of South Dakota frolicking among the zanies on the NBC "Saturday Night" show this weekend as one of the finalists in their Anyone Can Host contest.

Gov. Kneip also was surprised.

"I was conned, that's how I got here," the governor said. "My kids and my staff did it. I've never even seen the show in my life. I was out raising money for Boys Ranch, our home for wayward boys in Dakota, when they called me from New York and told me I was a finalist. I said, 'You keep that job, I don't want it.' But my kids really wanted me to do it, and I'd do anything for my kids."

He said this, quite happily while, wearing a bee suit in a rehearsal prior to the show at NBC's Rockfeller Center studios. The bees - if you are not a "Saturday Night" devotee - are humans who put on bee suits and come out in a cluster and buzz and look silly. The segment never did air. Which is a pity, since in rehearsal, the governor, with great good humor, proved he could look a silly as the next guy. He wore his Lucchese cowboy boots over his black bee tights, because, as he says, he always wears his cowboys boots; ad he wore his white dress shirt under his padded bee vest, instead of the requisite black leotard top, because he couldn't bear to be without his white shirt.

Except for the boots and shirt, however, the governor, with not an aide about, blended in easily among the other bee-suited finalists, all of 5 whom had won their spots by writing, in 25 words or less, why they should host the late-night TV show.

Chosen from an alleged 150,000 entries, the five finalists comprised a stunning display of demographic ingenuity. They included a Vassar student, Connie Crawford, who wasn't telling anyone her two-word postcard entry. ("I can only imagine," said the governor.) Other entrants were 29-year-old Peoria, III., employment counselor Deb Blaire, who wanted to guest host, because, she said, her three boys only listened to people on television, and 20-year-old David Lewis, of McMinnville, Ore., who won his place by writing he lived in a town so boring he knew all the vending machines' names.

The best-dressed finalist was 80-year-old Mrs. Mistel Spillman of New Orleans, a white-haired grandmother who won her finalist's spot by writing that she was 80 years old and needed one more cheap thrill - particularly since her doctor had said she had only 25 more years to live.

Gov. Kneip, 44, had not written a postcard, his staff had; and he could barely remember what it said.

"I think it was something about how now that I'm not seeking elected office this will be my last chance to make a big fling in public, or something like that," said Kneip, a Democrat, who finishes an unprecedented third team as governor in a Republican state this year.

A cozy, knee-squeezing, shoulder-touching, informal politician, the 6 foot 1 inch Kneip wandered about the studio, laughing at skits, teasing Miss Vassar, holding her on his kneee. ("First time I ever had a Vassar girl on my lap," said the governor, whose own alma mater was St. John's University, Minn.

He was fascinated by the technical production of the show, telling the cameramen how much he admired them, and at one point came back from a telephone call to one of his eight sons searching for "Saturday Night" star John Belushi. "My third son says he'll kill me if I don't come home with his signature," he said, but he saved his own adoration for Gilda Radner. "Boy, she's just too much." And like all the othe contestants, he wrote his own material for the big scene in which he tried to bribe Buck Henry to win the Anyone Can Host contest. "Ya know," he begins in that sketch, "we got some gold mines in South Dakota . . ."

If the governor, however, took a "just-folks" attitude - and the other finalists called him "Dick" - the "Saturday Night" crew and stars, supposed to be an irreverent bunch, were apparently impressed with their politician.

They referred to Kneip as "governor," singled him out for special hellos and special insults.

The only part of the show Kneip did not enjoy was the frequent waits on the set in his two 12-hour rehearsal days. He paced, he smoked, he drank countless cups of coffee.

"I'd rather be doing something," he said. "When you're governor they give you a schedule and every second is accounted for. It's much more relaxing than show business."

He had been, he explained, in politics for some time, after having begun life, like his father, in what he calls "implements."

"I was a wholesale saslesman for dairy equipment. Dakota's farm country, but I never have lived on a farm.

"I entered politics, I'm sorry to say, on a dare," he said. "Most of my friends were Republican and I took a little bit of interest in politics during the Kennedy years and they said there two counties - Cook and Hanson - would never elect a Democrat for state senator, so to prove them wrong, I ran." He was first elected governor in 1970, then in 1972, then again in 1974, when the two-year term was changed to four.

The governor is known as an accessible, informed sort - a man who gets into trouble with his own state troopers for picking up hitchhikers in his official car (he drives himself, and is one of the three or four governors of the country who does not have a bodyguard, though he could if he desired). He's a practicing Catholic who attends Sunday mass even when traveling. He's personally opposed to abortion (it's illegal in South Dakota in variance to the federal law, though it's never been an issue in his state), and he once shocked a visiting governor, after inviting him to stay at the family home in the Black Hills, by stopping at the general store to pick up groceries and doing the chores himself. And even if he comes from the farmland. he likes people to know he's been around - and that he's a liberal guy. "Kiev - that's in Russia, beautiful country," he said, during the Saturday night sketch on the U.S.S.R. As to where he buys his cowboy boots, he said. "Rapid City, Nate Horowtiz - he's a Jewish friend of mine."

He is not, he and everyone else agree, a funny guy, certainly not along stand-up comic or prankster lines. But he does think he has a sense of humor.

What does he think the response of this constituents to his TV appearance will be?

"I don't think it's going to matter much one way or another," he said.

That remains to be seen.

Speaking from the office of the Pierre, S.D., Capitol Journal (circulation 4,000) publisher Robert Hipple, a personal friend of the governor, said his paper would not be doing a special story on the event.

"I wouldn't say that show was going to get much reaction in South Dakota," said Hipple, prior to the show. "The mere fact that Kneip is on it means nothing. We're sure not going to be watching just to see him, because we've all seen him so many times for that."

Even publishers, however, can be wrong.

Following the governor's TV debut, and his passionate plea at the close of the show that no one vote for him because he really did not want to win, the governor's mansion back in Pierre was swamped with calls.

Everybody loved it, the governor's wife said. And they all called special to say they were going to vote for him.