I'm torn on this matter, since the series does both setups well. On the one hand, it's got a fairly long tradition of having 'surprise' antagonists you only learn about near the end of the game. These include:
Captain Syrup in the original game (well, her gender anyway)
The Demon Head in VB Wario Land
Rudy the Clown in Wario Land 3
The Golden Diva in Wario Land 4
Terrormisu in Wario: Master of Disguise
At the same time, the series can work with a known villain too:
Captain Syrup is known from the start in Wario Land II
The Black Jewel is introduced in Wario World's intro
The Shake King is seen the minute you start up Wario Land: The Shake Dimension
Additionally, while Syrup's gender was a surprise in Wario Land 1, her name was not, and her existence was mentioned in the manual. So, we knew Syrup was the villain, we just thought she'd be male like the Shake King.
What do you prefer? The villain being kept a secret or them being introduced in the game's intro?
I think surprise villains tend to make more sense for Wario's stories, as they usually don't start from a place of needing to thwart them. The Shake King gets around this by not being the main motivator behind Wario stepping in to be the hero, and I wouldn't say Syrup is exactly villainous in II, moreso just trying to get her revenge on Wario for what happened when they first crossed paths. The Black Jewel feels a little more generic in this regard as it forces Wario into another world he must escape from anyway.
