In November of 1999, children's minds were being blown across the country during Pokémon: The First Movie when a trainer challenged Ash -- then sent out a brand new Pokémon. In the early days of Pokémon, "Gotta Catch 'Em All" seemed fairly doable, considering there were only 151 Pokémon. The most successful media franchise of all time has maintained its popularity by consistently introducing new Pokémon. The anime in particular has been used more than a few times to spotlight new Pokémon ahead of the video games.
The tradition of introducing a new Pokémon in the anime goes all the way back to the Episode 1, where Ash and Pikachu see a Ho-Oh. This mysterious Pokémon was certainly not among the known 151, and Ash's Pokédex failed to identify it. Here's how the idea of new Pokémon waiting to be discovered has kept the franchise at the forefront of mainstream pop culture for 25 years.
Every few years, Pokémon will release a new generation of games filled with new Pokémon to meet and capture. Ho-Oh, Donphan, and the Marill that appeared in a short before Mewtwo Strikes Back each belong to Generation II. At the time, it was incomprehensible to fans that there could be an endlessly vast world of Pokémon to explore. The anime's habit of introducing a few Pokémon a whole Generation ahead of time is a win/win: it assures older fans more content is coming, and it's a delightful surprise for the younger fans' imagination.
Despite how exciting it is when a new Pokémon is introduced, the anime tends not to pay much attention to the wonderment aspect. Misty's Togepi was a mystery during the first few seasons, not being a part of the original 151. Yet Ash, Misty and Brock don't spend much time wondering what Togepi is or where its egg may have come from; they simply accept it and move on. Professor Oak doesn't take it too seriously either when Ash tries to convince him he saw an unidentified Pokémon, assuming the young new trainer just made a mistake.
Pokémon's many feature films are not part of the series' official canon, but they are frequently used to introduce Pokémon from future Generations. Lucario, Buizel, and Munchlax are from Generation IV, yet each made their debut in various Generation III films. This practice appears to have been retired though, as 2011's Zoroark: Master of Illusions was the last time a new Pokémon appeared ahead of its Generation in a feature film.
As video games go, Pokémon is at the easier end of the spectrum, with its storylines and objectives being mostly finite. Once the game's core objective has been accomplished, there is seldom anything else to do. This isn't a great recipe for longevity, so a reliable influx of new Pokémon is vital to keeping fans interested. The franchise manages to kill two Pidgey with one Geodude by using the anime to plug new Pokémon for the games, ensuring fans have a reason to stay invested in both mediums.
Introducing a new Pokémon ahead of time is also a great conversation starter, allowing fans to speculate depending on how much context the series gives to its appearance. Donphan was introduced during the The First Movie's opening credits, so without any dialogue, there was no indication of its type or even its name. The only evidence was that it was defeated with a Solar Beam, yet shortly afterward Pikachu defeated a Ground-type Golem with an Electric-type attack, meaning fans couldn't rely too heavily on type evidence when forming theories.
The anime's habit of introducing new Pokémon has become less common in recent years. It's too bad because battles take on whole new energy when neither Ash nor the audience has seen the opponent's Pokémon before. Especially considering how often Ash says, "What's that?" when looking at a Pokémon that has existed for years and he has canonically seen before. This has even been one of Pokémon's famous prevent-Ash-from-succeeding methods, as Ash was eliminated from the Johto League Championships by a trainer who was using a Blaziken.