Metta World Peace -- Wait, Dwight Howard's Going to Houston???

You'd THINK Los Angeles Lakers star Metta World Peace would be one of the FIRST one's to know that Dwight Howard ditched the team for the Houston Rockets ... turns out, he was one of the last.

Metta was leaving Mastro's in Beverly Hills on Saturday night with his GF Shin Shin when we asked how he felt about the move -- but to our surprise (and his), Metta told us he had NO IDEA Howard picked the Rockets.

The reaction seems legit ... considering Shin Shin seemed just as shocked.

"I don't know what happened," Metta said ... "He's going to Houston?"